+207.0%
C vs PM
+264.7%
-57.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | +4.2% | +0.5% | +3.6% | +3.9% |
| 30D | +2.0% | -3.2% | +5.2% | +3.4% |
| 3M | -10.1% | +6.2% | -16.3% | -12.9% |
| 6M | +1.0% | +7.7% | -6.7% | -3.6% |
| YTD | +8.5% | +27.3% | -18.8% | -6.0% |
| 1Y | +25.7% | +32.8% | -7.0% | +6.4% |
| 3Y | +216.0% | +150.0% | +66.0% | +75.7% |
| 5Y | +112.3% | +164.2% | -51.9% | +12.2% |
| All | +207.0% | +264.7% | -57.6% | +45.5% |
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