-8.5%
C vs PM
+841.2%
-849.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.4% | -1.9% |
| 7D | -5.3% | -3.4% | -1.9% | -3.0% |
| 30D | -7.3% | +5.8% | -13.2% | -11.1% |
| 3M | -13.5% | +6.7% | -20.1% | -17.8% |
| 6M | -6.5% | +19.9% | -26.4% | -19.8% |
| YTD | +3.6% | +27.8% | -24.2% | -17.2% |
| 1Y | +18.9% | +39.4% | -20.5% | -11.3% |
| 3Y | +205.0% | +146.9% | +58.1% | +33.9% |
| 5Y | +109.4% | +166.6% | -57.3% | -16.5% |
| 10Y | +232.9% | +242.1% | -9.2% | -4.6% |
| All | -8.5% | +841.2% | -849.7% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling