+250.9%
PM vs CL
+78.1%
+172.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -6.6% | +2.6% | -9.2% | -8.0% |
| 30D | -3.4% | +11.8% | -15.2% | -9.5% |
| 3M | +5.3% | +5.9% | -0.6% | +1.8% |
| 6M | +15.5% | +13.3% | +2.2% | +7.3% |
| YTD | +24.3% | +27.1% | -2.9% | +7.9% |
| 1Y | +29.7% | +28.0% | +1.7% | +12.1% |
| 3Y | +144.9% | +39.4% | +105.5% | +97.3% |
| 5Y | +159.0% | +40.8% | +118.3% | +104.7% |
| 10Y | +250.9% | +84.9% | +166.1% | +135.4% |
| All | +250.9% | +78.1% | +172.8% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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