+57.2%
CVS vs PM
+242.6%
-185.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.8% | +4.2% |
| 7D | -2.6% | -6.6% | +4.0% | -0.8% |
| 30D | +4.0% | -3.4% | +7.5% | +4.9% |
| 3M | -6.3% | +5.3% | -11.6% | -8.2% |
| 6M | -0.4% | +15.5% | -15.9% | -5.6% |
| YTD | +15.6% | +24.3% | -8.7% | +6.2% |
| 1Y | +18.3% | +29.7% | -11.4% | +7.0% |
| 3Y | +47.3% | +144.9% | -97.6% | +2.1% |
| 5Y | +13.2% | +159.0% | -145.8% | -24.1% |
| 10Y | +57.2% | +250.9% | -193.8% | -10.0% |
| All | +57.2% | +242.6% | -185.4% | -10.0% |
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