+129.8%
PM vs CGNX
+49.8%
+80.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | +0.8% |
| 7D | +4.7% | +3.2% | +1.5% | +4.8% |
| 30D | +2.6% | +6.0% | -3.4% | +2.8% |
| 3M | +6.6% | +3.5% | +3.0% | +6.7% |
| 6M | +16.5% | +26.3% | -9.8% | +16.9% |
| YTD | +21.2% | +79.2% | -58.1% | +22.7% |
| 1Y | +17.9% | +43.8% | -25.9% | +18.8% |
| 3Y | +129.8% | +52.0% | +77.9% | +137.0% |
| All | +129.8% | +49.8% | +80.1% | +137.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling