+198.6%
PM vs CG
+345.5%
-146.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -1.3% | -1.3% | 0.0% | -1.1% |
| 30D | -2.6% | -3.2% | +0.6% | -2.2% |
| 3M | +5.8% | +6.2% | -0.4% | +4.5% |
| 6M | +10.6% | -4.7% | +15.2% | +10.7% |
| YTD | +17.2% | -20.6% | +37.8% | +20.4% |
| 1Y | +17.6% | -26.4% | +44.0% | +22.0% |
| 3Y | +124.3% | +55.4% | +68.9% | +94.0% |
| 5Y | +125.1% | +9.8% | +115.2% | +102.5% |
| 10Y | +198.6% | +341.4% | -142.7% | +112.3% |
| All | +198.6% | +345.5% | -146.9% | +112.3% |
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