+229.6%
PM vs CMS
+125.4%
+104.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.8% |
| 7D | -5.2% | -1.3% | -3.9% | -4.6% |
| 30D | +2.7% | +6.3% | -3.6% | -0.2% |
| 3M | +5.2% | -2.1% | +7.3% | +6.2% |
| 6M | +17.0% | -5.1% | +22.1% | +19.9% |
| YTD | +25.5% | +1.3% | +24.2% | +24.5% |
| 1Y | +35.5% | -1.4% | +36.9% | +36.1% |
| 3Y | +143.9% | +36.9% | +107.0% | +109.1% |
| 5Y | +161.8% | +32.5% | +129.3% | +123.9% |
| All | +229.6% | +125.4% | +104.1% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling