+32.8%
NET vs PM
+16.6%
+16.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -2.6% |
| 7D | -7.0% | -4.9% | -2.1% | -8.5% |
| 30D | -4.8% | -3.4% | -1.4% | -5.8% |
| 3M | +3.8% | +5.2% | -1.3% | +5.7% |
| 6M | +50.0% | +3.7% | +46.3% | +52.2% |
| YTD | +41.5% | +15.8% | +25.7% | +50.3% |
| 1Y | +32.8% | +17.4% | +15.5% | +43.0% |
| All | +32.8% | +16.6% | +16.2% | +43.0% |
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 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