+223.5%
C vs PM
+232.9%
-9.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -2.4% | -5.2% | +2.8% | 0.0% |
| 30D | -6.0% | +2.7% | -8.7% | -7.2% |
| 3M | -10.5% | +5.2% | -15.8% | -12.8% |
| 6M | -5.7% | +17.0% | -22.7% | -13.5% |
| YTD | +4.1% | +25.5% | -21.4% | -8.9% |
| 1Y | +20.5% | +35.5% | -15.0% | +1.1% |
| 3Y | +208.1% | +143.9% | +64.2% | +75.6% |
| 5Y | +110.4% | +161.8% | -51.4% | +13.0% |
| All | +223.5% | +232.9% | -9.3% | +54.1% |
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 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