+143.2%
PM vs CAG
-34.3%
+177.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -7.3% | +4.6% | -11.9% | -8.2% |
| 30D | -4.0% | +14.7% | -18.7% | -7.0% |
| 3M | +2.7% | +2.4% | +0.4% | +1.9% |
| 6M | +14.9% | +10.7% | +4.1% | +11.7% |
| YTD | +23.5% | -5.5% | +29.0% | +23.9% |
| 1Y | +30.4% | -4.6% | +34.9% | +30.6% |
| 3Y | +143.2% | -34.4% | +177.6% | +171.2% |
| All | +143.2% | -34.3% | +177.5% | +171.2% |
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