+133.2%
PM vs CART
+38.4%
+94.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.8% |
| 7D | -5.2% | +3.0% | -8.2% | -5.3% |
| 30D | +2.7% | +28.6% | -25.9% | +1.4% |
| 3M | +6.1% | +29.1% | -22.9% | +4.7% |
| 6M | +18.0% | +44.7% | -26.7% | +15.7% |
| YTD | +26.6% | +29.2% | -2.6% | +24.8% |
| 1Y | +36.7% | +66.2% | -29.5% | +32.6% |
| 3Y | +146.0% | +112.8% | +33.2% | +129.2% |
| All | +133.2% | +38.4% | +94.8% | +121.4% |
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