+5.8%
C vs PM
+752.6%
-746.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +1.1% |
| 7D | +3.6% | -4.9% | +8.5% | +7.2% |
| 30D | +0.1% | -3.4% | +3.4% | +2.2% |
| 3M | +2.4% | +5.2% | -2.8% | -2.7% |
| 6M | +24.9% | +3.7% | +21.2% | +17.5% |
| YTD | +19.8% | +15.8% | +4.0% | +3.0% |
| 1Y | +44.9% | +17.4% | +27.5% | +22.0% |
| 3Y | +263.0% | +116.9% | +146.1% | +75.5% |
| 5Y | +129.5% | +117.3% | +12.2% | +7.6% |
| 10Y | +291.6% | +193.8% | +97.8% | +27.3% |
| All | +5.8% | +752.6% | -746.8% | -90.6% |
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