+296.3%
PM vs CG
+351.2%
-54.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.7% |
| 7D | -4.9% | -4.3% | -0.6% | -4.3% |
| 30D | -3.4% | -5.1% | +1.7% | -2.8% |
| 3M | +5.2% | +8.7% | -3.5% | +3.6% |
| 6M | +3.7% | -9.2% | +12.9% | +4.6% |
| YTD | +15.8% | -18.9% | +34.6% | +18.4% |
| 1Y | +17.4% | -25.6% | +43.0% | +21.2% |
| 3Y | +116.9% | +57.3% | +59.7% | +90.9% |
| 5Y | +117.3% | +10.2% | +107.2% | +98.1% |
| 10Y | +193.8% | +364.2% | -170.5% | +108.0% |
| All | +296.3% | +351.2% | -54.8% | +169.8% |
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