+192.8%
PM vs CB
+219.1%
-26.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.2% |
| 7D | -4.9% | +0.5% | -5.4% | -5.1% |
| 30D | -3.4% | -3.1% | -0.3% | -2.2% |
| 3M | +5.2% | +9.0% | -3.8% | +1.3% |
| 6M | +3.7% | +2.9% | +0.9% | +2.3% |
| YTD | +15.8% | +10.1% | +5.7% | +10.9% |
| 1Y | +17.4% | +22.8% | -5.4% | +7.5% |
| 3Y | +116.9% | +73.8% | +43.1% | +70.3% |
| 5Y | +117.3% | +99.2% | +18.1% | +58.4% |
| All | +192.8% | +219.1% | -26.3% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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