+113.3%
PM vs CART
+21.6%
+91.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | -3.4% | +12.6% | -16.0% | -4.0% |
| 3M | +5.2% | +23.1% | -17.9% | +4.1% |
| 6M | +3.7% | +39.5% | -35.8% | +1.8% |
| YTD | +15.8% | +13.5% | +2.2% | +14.9% |
| 1Y | +17.4% | +14.9% | +2.5% | +16.2% |
| All | +113.3% | +21.6% | +91.7% | +103.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling