+835.7%
PM vs CI
+737.7%
+98.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.2% |
| 7D | -5.2% | -1.6% | -3.7% | -4.9% |
| 30D | +2.7% | +5.4% | -2.7% | +1.4% |
| 3M | +5.2% | +7.3% | -2.0% | +3.4% |
| 6M | +17.0% | +5.3% | +11.7% | +15.2% |
| YTD | +25.5% | +8.5% | +17.0% | +22.3% |
| 1Y | +35.5% | +17.1% | +18.4% | +29.7% |
| 3Y | +143.9% | +1.4% | +142.5% | +135.6% |
| 5Y | +161.8% | +50.5% | +111.4% | +126.6% |
| 10Y | +235.9% | +168.5% | +67.4% | +146.4% |
| All | +835.7% | +737.7% | +98.0% | +401.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling