+232.4%
PM vs CL
+74.1%
+158.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | -5.2% | +1.3% | -6.6% | -6.0% |
| 30D | +2.7% | +11.4% | -8.7% | -3.5% |
| 3M | +6.1% | +4.4% | +1.7% | +3.4% |
| 6M | +18.0% | +10.8% | +7.2% | +11.0% |
| YTD | +26.6% | +25.1% | +1.4% | +10.8% |
| 1Y | +36.7% | +28.0% | +8.7% | +18.1% |
| 3Y | +146.0% | +37.6% | +108.4% | +99.4% |
| 5Y | +164.1% | +39.7% | +124.4% | +109.2% |
| All | +232.4% | +74.1% | +158.3% | +130.5% |
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