+143.9%
PM vs CAPR
+214.7%
-70.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | -5.2% | +41.1% | -46.3% | -5.1% |
| 30D | +2.7% | +11.1% | -8.4% | +2.8% |
| 3M | +5.2% | +115.3% | -110.1% | +5.7% |
| 6M | +17.0% | -73.8% | +90.8% | +16.7% |
| YTD | +25.5% | -68.8% | +94.3% | +25.3% |
| 1Y | +35.5% | +43.3% | -7.8% | +37.1% |
| 3Y | +143.9% | +214.7% | -70.8% | +142.1% |
| All | +143.9% | +214.7% | -70.8% | +142.1% |
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