+5.6%
CVS vs PM
+48.8%
-43.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.1% | -12.6% |
| 7D | -11.1% | +4.3% | -15.4% | -11.4% |
| 30D | -7.4% | +11.5% | -18.9% | -8.4% |
| 3M | -22.9% | +13.0% | -35.9% | -23.8% |
| 6M | -1.2% | +25.9% | -27.1% | -2.8% |
| YTD | +3.9% | +34.0% | -30.1% | +2.0% |
| 1Y | +5.6% | +46.9% | -41.3% | +1.6% |
| All | +5.6% | +48.8% | -43.3% | +1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling