+72.2%
V vs PM
+119.0%
-46.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.5% |
| 7D | -1.7% | -4.9% | +3.2% | -0.5% |
| 30D | +2.0% | -3.4% | +5.3% | +2.8% |
| 3M | +17.4% | +5.2% | +12.2% | +15.8% |
| 6M | +17.5% | +3.7% | +13.8% | +16.0% |
| YTD | +7.6% | +15.8% | -8.2% | +2.9% |
| 1Y | +7.7% | +17.4% | -9.7% | +2.4% |
| 3Y | +54.7% | +116.9% | -62.3% | +16.3% |
| All | +72.2% | +119.0% | -46.8% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling