+234.7%
PM vs CAPR
-64.9%
+299.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.4% | -11.8% | -2.4% |
| 7D | -7.3% | +36.0% | -43.3% | -7.3% |
| 30D | -4.0% | +25.8% | -29.8% | -4.0% |
| 3M | +2.7% | +140.8% | -138.1% | +2.8% |
| 6M | +14.9% | -67.6% | +82.4% | +14.8% |
| YTD | +23.5% | -65.9% | +89.4% | +23.5% |
| 1Y | +30.4% | +66.1% | -35.7% | +30.3% |
| 3Y | +143.2% | +256.9% | -113.7% | +141.4% |
| 5Y | +159.5% | +172.1% | -12.6% | +157.4% |
| 10Y | +234.7% | -64.7% | +299.3% | +224.6% |
| All | +234.7% | -64.9% | +299.6% | +224.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling