+826.4%
PM vs CAG
+84.2%
+742.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.8% |
| 7D | -6.6% | +6.6% | -13.3% | -8.6% |
| 30D | -3.4% | +13.9% | -17.4% | -7.5% |
| 3M | +5.3% | +4.0% | +1.3% | +3.6% |
| 6M | +15.5% | +10.0% | +5.5% | +11.2% |
| YTD | +24.3% | -6.1% | +30.4% | +25.1% |
| 1Y | +29.7% | -4.3% | +34.0% | +29.8% |
| 3Y | +144.9% | -34.6% | +179.5% | +172.1% |
| 5Y | +159.0% | -39.4% | +198.5% | +192.8% |
| 10Y | +250.9% | -34.2% | +285.1% | +266.9% |
| All | +826.4% | +84.2% | +742.3% | +490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling