+124.3%
PM vs CAG
-36.6%
+160.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.5% |
| 7D | -1.3% | -5.3% | +4.0% | -0.1% |
| 30D | -2.6% | +1.0% | -3.5% | -2.8% |
| 3M | +5.8% | +17.4% | -11.6% | +2.0% |
| 6M | +10.6% | -16.8% | +27.4% | +14.3% |
| YTD | +17.2% | -6.8% | +23.9% | +18.2% |
| 1Y | +17.6% | -15.4% | +33.0% | +20.8% |
| 3Y | +124.3% | -37.1% | +161.3% | +150.2% |
| All | +124.3% | -36.6% | +160.9% | +150.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 3y: compounded portfolio wealth divided by compounded CAG 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…
3y analysis · Full analysis span regression · 6 months rolling