+208.8%
C vs PM
+242.6%
-33.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.3% | 0.0% |
| 7D | -0.4% | -6.6% | +6.3% | +2.7% |
| 30D | -5.2% | -3.4% | -1.7% | -3.8% |
| 3M | -9.1% | +5.3% | -14.4% | -11.5% |
| 6M | -1.6% | +15.5% | -17.1% | -9.3% |
| YTD | +6.9% | +24.3% | -17.3% | -6.3% |
| 1Y | +23.0% | +29.7% | -6.7% | +5.1% |
| 3Y | +216.1% | +144.9% | +71.2% | +77.6% |
| 5Y | +112.2% | +159.0% | -46.8% | +13.3% |
| 10Y | +208.8% | +250.9% | -42.1% | +47.1% |
| All | +208.8% | +242.6% | -33.8% | +47.1% |
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