+229.6%
PM vs CF
+561.7%
-332.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.9% |
| 7D | -5.2% | -3.2% | -2.1% | -4.9% |
| 30D | +2.7% | +4.3% | -1.6% | +2.0% |
| 3M | +5.2% | +2.8% | +2.4% | +4.5% |
| 6M | +17.0% | +0.6% | +16.4% | +16.4% |
| YTD | +25.5% | +56.6% | -31.1% | +16.1% |
| 1Y | +35.5% | +49.6% | -14.1% | +26.2% |
| 3Y | +143.9% | +61.5% | +82.4% | +120.7% |
| 5Y | +161.8% | +124.0% | +37.9% | +112.7% |
| All | +229.6% | +561.7% | -332.1% | +142.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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