+17.4%
PM vs CGNX
+42.4%
-25.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.4% | -1.9% |
| 7D | -4.9% | +3.0% | -7.8% | -4.8% |
| 30D | -3.4% | -11.8% | +8.5% | -3.8% |
| 3M | +5.2% | -3.6% | +8.8% | +5.2% |
| 6M | +3.7% | +17.4% | -13.7% | +3.7% |
| YTD | +15.8% | +73.7% | -58.0% | +18.6% |
| 1Y | +17.4% | +41.5% | -24.2% | +18.0% |
| All | +17.4% | +42.4% | -25.0% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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