+17.6%
PM vs CG
-26.2%
+43.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.2% |
| 7D | -1.3% | -1.3% | 0.0% | -1.3% |
| 30D | -2.6% | -3.2% | +0.6% | -2.6% |
| 3M | +5.8% | +6.2% | -0.4% | +6.1% |
| 6M | +10.6% | -4.7% | +15.2% | +10.5% |
| YTD | +17.2% | -20.6% | +37.8% | +17.7% |
| 1Y | +17.6% | -26.4% | +44.0% | +16.3% |
| All | +17.6% | -26.2% | +43.8% | +16.3% |
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 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