+159.5%
PM vs CL
+41.6%
+117.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -3.1% |
| 7D | -7.3% | +0.5% | -7.8% | -7.6% |
| 30D | -4.0% | +11.6% | -15.6% | -9.1% |
| 3M | +2.7% | +5.6% | -2.9% | -0.1% |
| 6M | +14.9% | +13.2% | +1.7% | +8.0% |
| YTD | +23.5% | +26.9% | -3.4% | +10.1% |
| 1Y | +30.4% | +27.3% | +3.0% | +15.9% |
| 3Y | +143.2% | +39.7% | +103.5% | +103.4% |
| 5Y | +159.5% | +41.3% | +118.1% | +109.2% |
| All | +159.5% | +41.6% | +117.8% | +109.2% |
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