+104.4%
COST vs PM
+127.1%
-22.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.4% | -1.0% |
| 7D | -2.8% | -1.2% | -1.6% | -2.5% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | -6.7% | +4.9% | -11.6% | -7.7% |
| 6M | -9.9% | +9.0% | -19.0% | -11.8% |
| YTD | +5.1% | +17.8% | -12.7% | +1.0% |
| 1Y | -7.3% | +16.8% | -24.1% | -10.9% |
| 3Y | +70.4% | +125.4% | -55.0% | +39.2% |
| 5Y | +104.4% | +128.7% | -24.3% | +66.1% |
| All | +104.4% | +127.1% | -22.7% | +66.1% |
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