+148.4%
PM vs CL
+41.3%
+107.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -3.4% | +5.9% | -9.3% | -5.9% |
| 30D | +5.8% | +13.8% | -7.9% | -0.3% |
| 3M | +6.7% | +6.4% | +0.2% | +3.5% |
| 6M | +19.9% | +15.6% | +4.3% | +12.2% |
| YTD | +27.8% | +27.9% | -0.1% | +14.8% |
| 1Y | +39.4% | +31.4% | +8.0% | +23.9% |
| All | +148.4% | +41.3% | +107.1% | +126.6% |
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