+143.9%
PM vs CI
0.0%
+143.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | -5.2% | -1.6% | -3.7% | -5.0% |
| 30D | +2.7% | +5.4% | -2.7% | +2.1% |
| 3M | +5.2% | +7.3% | -2.0% | +4.4% |
| 6M | +17.0% | +5.3% | +11.7% | +16.1% |
| YTD | +25.5% | +8.5% | +17.0% | +23.9% |
| 1Y | +35.5% | +17.1% | +18.4% | +32.8% |
| 3Y | +143.9% | +1.4% | +142.5% | +141.3% |
| All | +143.9% | 0.0% | +143.9% | +141.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling