+166.6%
PM vs CF
+125.5%
+41.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.2% | -10.8% | -4.8% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +5.8% | +2.2% | +3.6% | +5.7% |
| 3M | +6.7% | +2.1% | +4.5% | +6.5% |
| 6M | +19.9% | -6.5% | +26.4% | +19.9% |
| YTD | +27.8% | +55.6% | -27.8% | +25.3% |
| 1Y | +39.4% | +42.3% | -2.9% | +37.1% |
| 3Y | +146.9% | +55.7% | +91.1% | +140.2% |
| 5Y | +166.6% | +122.4% | +44.2% | +159.6% |
| All | +166.6% | +125.5% | +41.2% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling