+68.1%
COST vs PM
+124.8%
-56.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -0.9% |
| 7D | -2.8% | -1.2% | -1.6% | -2.6% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | -6.7% | +4.9% | -11.6% | -7.6% |
| 6M | -9.9% | +9.0% | -19.0% | -11.5% |
| YTD | +5.1% | +17.8% | -12.7% | +1.8% |
| 1Y | -7.3% | +16.8% | -24.1% | -10.2% |
| All | +68.1% | +124.8% | -56.7% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling