+41.9%
CVS vs PM
+202.2%
-160.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.9% | -1.2% | -0.7% | -1.6% |
| 30D | -0.3% | -0.2% | -0.1% | -0.3% |
| 3M | -1.1% | +4.9% | -6.0% | -2.9% |
| 6M | +23.7% | +9.0% | +14.7% | +19.6% |
| YTD | +23.0% | +17.8% | +5.2% | +15.5% |
| 1Y | +37.2% | +16.8% | +20.3% | +28.8% |
| 3Y | +62.4% | +125.4% | -63.0% | +17.0% |
| 5Y | +31.8% | +128.7% | -96.9% | -6.6% |
| 10Y | +41.9% | +211.8% | -169.9% | -14.2% |
| All | +41.9% | +202.2% | -160.3% | -14.2% |
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