+148.4%
PM vs CB
+74.6%
+73.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -4.0% | -4.4% |
| 7D | -3.4% | +2.6% | -5.9% | -4.3% |
| 30D | +5.8% | +11.2% | -5.4% | +1.9% |
| 3M | +6.7% | +5.7% | +0.9% | +4.5% |
| 6M | +19.9% | +15.9% | +4.0% | +13.5% |
| YTD | +27.8% | +20.2% | +7.6% | +19.6% |
| 1Y | +39.4% | +32.4% | +7.0% | +26.5% |
| All | +148.4% | +74.6% | +73.8% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling