+144.9%
PM vs CAPR
+222.5%
-77.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.9% | +10.5% | +0.5% |
| 7D | -6.6% | +7.6% | -14.3% | -6.6% |
| 30D | -3.4% | +13.3% | -16.7% | -3.4% |
| 3M | +5.3% | +130.4% | -125.1% | +5.8% |
| 6M | +15.5% | -70.8% | +86.3% | +15.3% |
| YTD | +24.3% | -69.3% | +93.5% | +24.0% |
| 1Y | +29.7% | +59.5% | -29.8% | +31.2% |
| 3Y | +144.9% | +216.8% | -71.9% | +147.6% |
| All | +144.9% | +222.5% | -77.6% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling