+826.4%
PM vs CAH
+1,126.8%
-300.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.3% |
| 7D | -6.6% | +9.4% | -16.1% | -9.2% |
| 30D | -3.4% | +16.5% | -20.0% | -7.9% |
| 3M | +5.3% | +17.0% | -11.6% | +0.2% |
| 6M | +15.5% | +51.4% | -35.9% | +1.4% |
| YTD | +24.3% | +36.0% | -11.7% | +12.1% |
| 1Y | +29.7% | +36.0% | -6.3% | +17.0% |
| 3Y | +144.9% | +177.5% | -32.6% | +73.5% |
| 5Y | +159.0% | +509.2% | -350.2% | +39.9% |
| 10Y | +250.9% | +408.1% | -157.2% | +86.9% |
| All | +826.4% | +1,126.8% | -300.3% | +240.7% |
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