+160.1%
PM vs CB
+105.3%
+54.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -7.1% | -1.0% | -6.0% | -6.7% |
| 30D | -2.8% | +7.3% | -10.1% | -5.2% |
| 3M | +6.3% | +7.0% | -0.7% | +3.8% |
| 6M | +9.6% | +16.3% | -6.7% | +3.7% |
| YTD | +25.6% | +19.7% | +5.9% | +17.6% |
| 1Y | +29.7% | +27.8% | +1.9% | +18.7% |
| 3Y | +147.6% | +72.0% | +75.5% | +104.2% |
| 5Y | +160.1% | +104.9% | +55.2% | +100.6% |
| All | +160.1% | +105.3% | +54.8% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling