+44.9%
C vs PM
+16.6%
+28.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.5% |
| 7D | +3.6% | -4.9% | +8.5% | +3.1% |
| 30D | +0.1% | -3.4% | +3.4% | -0.3% |
| 3M | +2.4% | +5.2% | -2.8% | +2.8% |
| 6M | +24.9% | +3.7% | +21.2% | +25.5% |
| YTD | +19.8% | +15.8% | +4.0% | +20.3% |
| 1Y | +44.9% | +17.4% | +27.5% | +46.6% |
| All | +44.9% | +16.6% | +28.2% | +46.6% |
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 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