+604.2%
COST vs PM
+217.1%
+387.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | -2.5% | +1.9% | -4.4% | -3.0% |
| 30D | -4.4% | +1.9% | -6.3% | -4.9% |
| 3M | -8.1% | +4.6% | -12.7% | -9.2% |
| 6M | -9.2% | +11.7% | -20.9% | -12.1% |
| YTD | +5.1% | +20.4% | -15.3% | -0.2% |
| 1Y | -5.1% | +19.0% | -24.0% | -9.8% |
| 3Y | +70.4% | +130.4% | -60.0% | +34.6% |
| 5Y | +104.7% | +131.5% | -26.8% | +60.0% |
| All | +604.2% | +217.1% | +387.1% | +385.2% |
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