+1,744.2%
TER vs PM
+196.3%
+1,547.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.2% | +3.0% | +3.9% |
| 7D | +11.0% | -1.3% | +12.2% | +11.3% |
| 30D | -1.9% | -2.6% | +0.7% | -1.4% |
| 3M | -0.7% | +5.8% | -6.5% | -3.3% |
| 6M | +36.4% | +10.6% | +25.8% | +30.2% |
| YTD | +92.4% | +17.2% | +75.3% | +80.1% |
| 1Y | +213.5% | +17.6% | +195.9% | +190.9% |
| 3Y | +277.2% | +124.3% | +153.0% | +157.8% |
| 5Y | +219.1% | +125.1% | +94.1% | +114.3% |
| 10Y | +1,744.2% | +198.6% | +1,545.6% | +986.2% |
| All | +1,744.2% | +196.3% | +1,547.9% | +986.2% |
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