+166.6%
PM vs CL
+43.3%
+123.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.6% | -4.6% |
| 7D | -3.4% | +5.9% | -9.3% | -6.1% |
| 30D | +5.8% | +13.8% | -7.9% | -0.6% |
| 3M | +6.7% | +6.4% | +0.2% | +3.3% |
| 6M | +19.9% | +15.6% | +4.3% | +11.6% |
| YTD | +27.8% | +27.9% | -0.1% | +13.5% |
| 1Y | +39.4% | +31.4% | +8.0% | +22.2% |
| 3Y | +146.9% | +41.4% | +105.5% | +105.2% |
| 5Y | +166.6% | +42.8% | +123.8% | +113.7% |
| All | +166.6% | +43.3% | +123.3% | +113.7% |
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