+836.5%
PM vs CAH
+1,129.7%
-293.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.0% |
| 7D | -7.1% | +5.9% | -13.0% | -8.7% |
| 30D | -2.8% | +16.5% | -19.3% | -7.3% |
| 3M | +6.3% | +15.7% | -9.4% | +1.5% |
| 6M | +9.6% | +52.7% | -43.1% | -4.0% |
| YTD | +25.6% | +36.3% | -10.7% | +13.2% |
| 1Y | +29.7% | +36.7% | -7.1% | +16.8% |
| 3Y | +147.6% | +178.2% | -30.6% | +75.3% |
| 5Y | +160.1% | +515.8% | -355.7% | +40.1% |
| 10Y | +260.9% | +411.8% | -150.9% | +91.7% |
| All | +836.5% | +1,129.7% | -293.2% | +244.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling