+234.7%
PM vs CG
+320.1%
-85.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.6% | -9.0% | -3.4% |
| 7D | -7.3% | +3.0% | -10.3% | -7.7% |
| 30D | -4.0% | +10.1% | -14.1% | -5.4% |
| 3M | +2.7% | -10.8% | +13.6% | +4.2% |
| 6M | +14.9% | -15.2% | +30.1% | +17.1% |
| YTD | +23.5% | -26.9% | +50.4% | +28.2% |
| 1Y | +30.4% | -17.0% | +47.4% | +32.4% |
| 3Y | +143.2% | +54.6% | +88.6% | +109.5% |
| 5Y | +159.5% | -16.7% | +176.2% | +148.2% |
| 10Y | +234.7% | +320.1% | -85.5% | +155.0% |
| All | +234.7% | +320.1% | -85.5% | +155.0% |
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