+232.4%
PM vs CAPR
-68.5%
+300.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | -5.2% | +41.1% | -46.3% | -5.2% |
| 30D | +2.7% | +11.1% | -8.4% | +2.7% |
| 3M | +6.1% | +115.3% | -109.2% | +6.2% |
| 6M | +18.0% | -73.8% | +91.8% | +17.9% |
| YTD | +26.6% | -68.8% | +95.4% | +26.5% |
| 1Y | +36.7% | +43.3% | -6.6% | +36.6% |
| 3Y | +146.0% | +214.7% | -68.7% | +144.1% |
| 5Y | +164.1% | +141.3% | +22.8% | +161.9% |
| All | +232.4% | -68.5% | +300.9% | +222.2% |
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