+3,310.4%
V vs PM
+831.8%
+2,478.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.8% |
| 7D | +2.2% | -5.2% | +7.4% | +4.5% |
| 30D | +13.6% | +2.7% | +10.9% | +12.1% |
| 3M | +14.3% | +5.2% | +9.1% | +11.5% |
| 6M | +33.1% | +17.0% | +16.1% | +23.5% |
| YTD | +21.2% | +25.5% | -4.3% | +7.9% |
| 1Y | +26.4% | +35.5% | -9.1% | +8.6% |
| 3Y | +77.6% | +143.9% | -66.3% | +12.2% |
| 5Y | +102.6% | +161.8% | -59.2% | +21.8% |
| 10Y | +464.4% | +235.9% | +228.5% | +182.1% |
| All | +3,310.4% | +831.8% | +2,478.6% | +838.6% |
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