+763.1%
PM vs CAG
+85.5%
+677.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.7% |
| 7D | -4.9% | -3.8% | -1.1% | -3.7% |
| 30D | -3.4% | +3.1% | -6.5% | -4.4% |
| 3M | +5.2% | +23.5% | -18.3% | -1.8% |
| 6M | +3.7% | -14.8% | +18.6% | +8.3% |
| YTD | +15.8% | -5.4% | +21.2% | +16.7% |
| 1Y | +17.4% | -11.8% | +29.2% | +20.7% |
| 3Y | +116.9% | -36.7% | +153.6% | +144.3% |
| 5Y | +117.3% | -40.3% | +157.6% | +147.7% |
| 10Y | +193.8% | -37.0% | +230.8% | +213.2% |
| All | +763.1% | +85.5% | +677.6% | +450.6% |
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