+46.9%
PM vs CAPR
+47.4%
-0.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.7% | +1.6% |
| 7D | +4.3% | +43.2% | -38.9% | +4.5% |
| 30D | +11.5% | +14.7% | -3.2% | +11.6% |
| 3M | +13.0% | +113.9% | -100.9% | +13.7% |
| 6M | +25.9% | -73.4% | +99.3% | +25.4% |
| YTD | +34.0% | -69.1% | +103.1% | +33.7% |
| 1Y | +46.9% | +47.2% | -0.3% | +49.7% |
| All | +46.9% | +47.4% | -0.6% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling