+128.7%
PM vs CAH
+400.5%
-271.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -0.2% | +1.2% | -1.3% | -0.5% |
| 3M | +4.9% | +13.1% | -8.2% | +1.9% |
| 6M | +9.0% | +8.5% | +0.6% | +6.8% |
| YTD | +17.8% | +17.6% | +0.2% | +13.0% |
| 1Y | +16.8% | +60.7% | -43.8% | +3.7% |
| 3Y | +125.4% | +183.2% | -57.7% | +70.4% |
| 5Y | +128.7% | +402.2% | -273.5% | +44.2% |
| All | +128.7% | +400.5% | -271.8% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 5y: compounded portfolio wealth divided by compounded CAH 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…
5y analysis · Full analysis span regression · 6 months rolling