+20.5%
C vs PM
+36.8%
-16.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.4% |
| 7D | -2.4% | -5.2% | +2.8% | -2.7% |
| 30D | -6.0% | +2.7% | -8.7% | -5.4% |
| 3M | -10.5% | +5.2% | -15.8% | -9.6% |
| 6M | -5.7% | +17.0% | -22.7% | -3.9% |
| YTD | +4.1% | +25.5% | -21.4% | +6.3% |
| 1Y | +20.5% | +35.5% | -15.0% | +23.3% |
| All | +20.5% | +36.8% | -16.3% | +23.3% |
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