+119.6%
PM vs CG
+58.1%
+61.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -2.0% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -3.4% | -5.1% | +1.7% | -3.4% |
| 3M | +5.2% | +8.7% | -3.5% | +5.2% |
| 6M | +3.7% | -9.2% | +12.9% | +3.8% |
| YTD | +15.8% | -18.9% | +34.6% | +16.0% |
| 1Y | +17.4% | -25.6% | +43.0% | +17.7% |
| All | +119.6% | +58.1% | +61.5% | +96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling