+212.0%
T vs PM
+825.0%
-613.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.0% |
| 7D | +2.0% | -7.1% | +9.0% | +5.2% |
| 30D | -1.0% | -2.8% | +1.8% | +0.1% |
| 3M | -8.1% | +6.3% | -14.5% | -10.8% |
| 6M | -8.3% | +9.6% | -17.9% | -12.4% |
| YTD | -6.1% | +25.6% | -31.7% | -16.4% |
| 1Y | -7.4% | +29.7% | -37.0% | -18.8% |
| 3Y | +65.4% | +147.6% | -82.1% | +4.7% |
| 5Y | +57.6% | +160.1% | -102.5% | -3.8% |
| 10Y | +61.4% | +260.9% | -199.5% | -21.1% |
| All | +212.0% | +825.0% | -613.1% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling