+134.5%
PM vs CART
+40.2%
+94.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +0.5% | +1.3% | -0.7% | +0.5% |
| 30D | -3.2% | +19.2% | -22.4% | -4.1% |
| 3M | +6.2% | +17.6% | -11.3% | +5.3% |
| 6M | +7.7% | +47.4% | -39.7% | +5.5% |
| YTD | +27.3% | +30.9% | -3.6% | +25.4% |
| 1Y | +32.8% | +46.0% | -13.2% | +29.9% |
| 3Y | +150.0% | +130.3% | +19.7% | +131.1% |
| All | +134.5% | +40.2% | +94.3% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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