+160.1%
PM vs CI
+52.1%
+108.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.9% |
| 30D | -2.8% | +6.4% | -9.2% | -3.8% |
| 3M | +6.3% | +10.7% | -4.3% | +4.5% |
| 6M | +9.6% | +5.5% | +4.2% | +8.4% |
| YTD | +25.6% | +11.4% | +14.2% | +22.7% |
| 1Y | +29.7% | +15.0% | +14.6% | +26.0% |
| 3Y | +147.6% | +9.0% | +138.6% | +138.2% |
| 5Y | +160.1% | +52.0% | +108.2% | +124.1% |
| All | +160.1% | +52.1% | +108.0% | +124.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling