+229.6%
PM vs CB
+248.0%
-18.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | -5.2% | +0.2% | -5.5% | -5.3% |
| 30D | +2.7% | +9.1% | -6.4% | -0.8% |
| 3M | +5.2% | +3.4% | +1.8% | +3.8% |
| 6M | +17.0% | +14.1% | +2.9% | +10.7% |
| YTD | +25.5% | +18.0% | +7.5% | +16.9% |
| 1Y | +35.5% | +30.1% | +5.4% | +21.4% |
| 3Y | +143.9% | +71.8% | +72.1% | +92.8% |
| 5Y | +161.8% | +101.8% | +60.0% | +90.4% |
| All | +229.6% | +248.0% | -18.4% | +86.7% |
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