+272.5%
PM vs CG
+278.5%
-6.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.0% |
| 7D | +0.5% | +0.2% | +0.4% | +0.4% |
| 30D | -3.2% | +11.2% | -14.4% | -4.8% |
| 3M | +6.2% | -22.1% | +28.3% | +9.9% |
| 6M | +7.7% | -17.9% | +25.6% | +10.3% |
| YTD | +27.3% | -31.3% | +58.6% | +33.3% |
| 1Y | +32.8% | -24.0% | +56.7% | +36.6% |
| 3Y | +150.0% | +45.0% | +105.0% | +117.2% |
| 5Y | +164.2% | -22.6% | +186.9% | +155.7% |
| All | +272.5% | +278.5% | -6.0% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling