+7.7%
V vs PM
+18.7%
-11.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | -2.9% | -1.2% | -1.7% | -2.8% |
| 30D | +1.9% | -0.2% | +2.0% | +1.9% |
| 3M | +13.2% | +4.9% | +8.3% | +12.8% |
| 6M | +16.7% | +9.0% | +7.7% | +16.0% |
| YTD | +5.4% | +17.8% | -12.4% | +3.8% |
| 1Y | +7.7% | +16.8% | -9.2% | +6.4% |
| All | +7.7% | +18.7% | -11.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling