+135.4%
PM vs CART
+37.6%
+97.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -4.5% |
| 7D | -3.4% | +1.2% | -4.5% | -3.4% |
| 30D | +5.8% | +27.1% | -21.3% | +4.5% |
| 3M | +6.7% | +27.4% | -20.8% | +5.3% |
| 6M | +19.9% | +32.1% | -12.2% | +18.1% |
| YTD | +27.8% | +28.5% | -0.7% | +26.0% |
| 1Y | +39.4% | +58.8% | -19.4% | +35.6% |
| 3Y | +146.9% | +114.8% | +32.1% | +129.7% |
| All | +135.4% | +37.6% | +97.8% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling