+1,006.2%
TER vs PM
+242.6%
+763.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -8.9% | -6.6% | -2.3% | -7.5% |
| 30D | -39.1% | -3.4% | -35.6% | -38.7% |
| 3M | -32.8% | +5.3% | -38.1% | -33.9% |
| 6M | -31.7% | +15.5% | -47.3% | -35.5% |
| YTD | +26.9% | +24.3% | +2.7% | +17.0% |
| 1Y | +33.6% | +29.7% | +3.9% | +21.2% |
| 3Y | +181.5% | +144.9% | +36.6% | +87.3% |
| 5Y | +76.1% | +159.0% | -82.9% | +12.4% |
| 10Y | +1,006.2% | +250.9% | +755.3% | +563.0% |
| All | +1,006.2% | +242.6% | +763.6% | +563.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling