+763.1%
PM vs CAPR
-99.6%
+862.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.4% |
| 3M | +5.2% | -66.4% | +71.5% | +5.2% |
| 6M | +3.7% | -63.1% | +66.8% | +3.7% |
| YTD | +15.8% | -67.4% | +83.2% | +15.8% |
| 1Y | +17.4% | +58.2% | -40.9% | +16.9% |
| 3Y | +116.9% | +42.2% | +74.7% | +115.4% |
| 5Y | +117.3% | +87.3% | +30.1% | +115.3% |
| 10Y | +193.8% | -75.3% | +269.0% | +188.7% |
| All | +763.1% | -99.6% | +862.7% | +778.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling