+14.5%
NET vs PM
+48.8%
-34.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.1% | -2.1% |
| 7D | -16.4% | +4.3% | -20.6% | -15.3% |
| 30D | -25.8% | +11.5% | -37.3% | -23.5% |
| 3M | -11.5% | +13.0% | -24.6% | -8.3% |
| 6M | +18.9% | +25.9% | -7.0% | +25.9% |
| YTD | +35.2% | +34.0% | +1.2% | +44.7% |
| 1Y | +14.5% | +46.9% | -32.4% | +21.7% |
| All | +14.5% | +48.8% | -34.4% | +21.7% |
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