+143.9%
PM vs CL
+38.3%
+105.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.8% |
| 7D | -5.2% | +1.3% | -6.6% | -5.8% |
| 30D | +2.7% | +11.4% | -8.7% | -2.3% |
| 3M | +5.2% | +4.4% | +0.8% | +3.0% |
| 6M | +17.0% | +10.8% | +6.2% | +11.6% |
| YTD | +25.5% | +25.1% | +0.4% | +13.9% |
| 1Y | +35.5% | +28.0% | +7.6% | +21.9% |
| 3Y | +143.9% | +37.6% | +106.3% | +124.8% |
| All | +143.9% | +38.3% | +105.7% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling