+272.5%
PM vs CF
+479.1%
-206.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.2% |
| 7D | +0.5% | +4.8% | -4.2% | -0.1% |
| 30D | -3.2% | +4.7% | -7.9% | -3.9% |
| 3M | +6.2% | +7.4% | -1.2% | +4.9% |
| 6M | +7.7% | +0.6% | +7.1% | +7.1% |
| YTD | +27.3% | +64.1% | -36.8% | +16.7% |
| 1Y | +32.8% | +51.4% | -18.6% | +23.2% |
| 3Y | +150.0% | +67.8% | +82.2% | +124.4% |
| 5Y | +164.2% | +114.1% | +50.1% | +116.0% |
| All | +272.5% | +479.1% | -206.6% | +145.1% |
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