+46.9%
PM vs CG
-14.1%
+61.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.5% | -3.0% | +1.7% |
| 7D | +4.3% | +9.4% | -5.2% | +4.5% |
| 30D | +11.5% | +8.7% | +2.8% | +11.8% |
| 3M | +13.0% | -15.0% | +28.0% | +12.7% |
| 6M | +25.9% | -13.2% | +39.1% | +26.1% |
| YTD | +34.0% | -26.2% | +60.1% | +35.9% |
| 1Y | +46.9% | -14.1% | +61.0% | +45.7% |
| All | +46.9% | -14.1% | +61.0% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling