+330.0%
PM vs CG
+295.0%
+35.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | -7.1% | -3.8% | -3.3% | -6.6% |
| 30D | -2.8% | +7.5% | -10.3% | -3.9% |
| 3M | +6.3% | -14.4% | +20.7% | +8.4% |
| 6M | +9.6% | -15.7% | +25.3% | +11.7% |
| YTD | +25.6% | -29.0% | +54.6% | +30.6% |
| 1Y | +29.7% | -22.1% | +51.8% | +32.8% |
| 3Y | +147.6% | +49.1% | +98.4% | +118.5% |
| 5Y | +160.1% | -18.4% | +178.5% | +149.6% |
| 10Y | +260.9% | +295.1% | -34.2% | +160.9% |
| All | +330.0% | +295.0% | +35.0% | +197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling