+272.5%
PM vs CI
+146.2%
+126.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.1% |
| 7D | +0.5% | +1.2% | -0.6% | +0.2% |
| 30D | -3.2% | +2.6% | -5.8% | -3.9% |
| 3M | +6.2% | +7.4% | -1.2% | +4.1% |
| 6M | +7.7% | -0.1% | +7.8% | +7.2% |
| YTD | +27.3% | +9.7% | +17.5% | +23.1% |
| 1Y | +32.8% | +12.1% | +20.6% | +27.7% |
| 3Y | +150.0% | +7.0% | +143.0% | +135.5% |
| 5Y | +164.2% | +49.7% | +114.5% | +118.2% |
| All | +272.5% | +146.2% | +126.3% | +163.3% |
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