+128.9%
PM vs CART
+39.2%
+89.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.6% | +0.3% | -6.9% | -6.6% |
| 30D | -3.4% | +22.4% | -25.9% | -4.5% |
| 3M | +5.3% | +15.6% | -10.3% | +4.5% |
| 6M | +15.5% | +44.9% | -29.4% | +13.3% |
| YTD | +24.3% | +30.0% | -5.7% | +22.4% |
| 1Y | +29.7% | +56.6% | -26.9% | +26.3% |
| 3Y | +144.9% | +131.9% | +13.0% | +126.1% |
| All | +128.9% | +39.2% | +89.7% | +117.2% |
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