+113.6%
C vs PM
+161.1%
-47.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.4% | -7.1% | +6.6% | +1.1% |
| 30D | -5.3% | -2.8% | -2.5% | -4.8% |
| 3M | -8.0% | +6.3% | -14.4% | -9.2% |
| 6M | -0.3% | +9.6% | -9.9% | -2.7% |
| YTD | +8.6% | +25.6% | -17.0% | +1.4% |
| 1Y | +25.8% | +29.7% | -3.8% | +16.1% |
| 3Y | +221.2% | +147.6% | +73.6% | +110.3% |
| 5Y | +113.6% | +160.1% | -46.6% | +35.8% |
| All | +113.6% | +161.1% | -47.5% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling