+250.9%
PM vs CI
+147.8%
+103.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | -0.1% |
| 7D | -6.6% | +2.6% | -9.2% | -7.3% |
| 30D | -3.4% | +7.3% | -10.8% | -5.3% |
| 3M | +5.3% | +9.5% | -4.2% | +2.7% |
| 6M | +15.5% | +6.4% | +9.1% | +13.1% |
| YTD | +24.3% | +12.0% | +12.3% | +19.5% |
| 1Y | +29.7% | +20.1% | +9.6% | +22.4% |
| 3Y | +144.9% | +9.6% | +135.3% | +129.2% |
| 5Y | +159.0% | +52.7% | +106.3% | +112.9% |
| 10Y | +250.9% | +150.3% | +100.7% | +147.6% |
| All | +250.9% | +147.8% | +103.1% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling