+2,555.3%
COST vs PM
+837.3%
+1,717.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +0.9% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +12.8% | -3.2% | +16.0% | +13.9% |
| 3M | +15.2% | +6.2% | +9.0% | +12.5% |
| 6M | +7.4% | +7.7% | -0.3% | +4.2% |
| YTD | +29.0% | +27.3% | +1.8% | +17.4% |
| 1Y | +20.3% | +32.8% | -12.5% | +7.6% |
| 3Y | +99.0% | +150.0% | -51.0% | +38.6% |
| 5Y | +125.7% | +164.2% | -38.6% | +51.6% |
| 10Y | +775.3% | +265.7% | +509.6% | +383.0% |
| All | +2,555.3% | +837.3% | +1,717.9% | +747.8% |
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