+117.4%
PM vs CL
+28.4%
+89.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.2% |
| 7D | -4.9% | -2.2% | -2.7% | -3.8% |
| 30D | -3.4% | -4.8% | +1.4% | -1.1% |
| 3M | +5.2% | +4.9% | +0.3% | +2.9% |
| 6M | +3.7% | -5.7% | +9.4% | +6.5% |
| YTD | +15.8% | +14.4% | +1.4% | +8.5% |
| 1Y | +17.4% | +8.7% | +8.6% | +12.5% |
| 3Y | +116.9% | +30.0% | +86.9% | +87.1% |
| All | +117.4% | +28.4% | +89.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling