+117.4%
PM vs CAPR
+84.7%
+32.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | -4.9% | -2.0% | -2.9% | -4.9% |
| 30D | -3.4% | +139.2% | -142.6% | -3.1% |
| 3M | +5.2% | -66.4% | +71.5% | +5.0% |
| 6M | +3.7% | -63.1% | +66.8% | +3.6% |
| YTD | +15.8% | -67.4% | +83.2% | +15.6% |
| 1Y | +17.4% | +58.2% | -40.9% | +18.0% |
| 3Y | +116.9% | +42.2% | +74.7% | +114.4% |
| All | +117.4% | +84.7% | +32.7% | +109.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling