+260.9%
PM vs CMS
+137.8%
+123.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -7.1% | -1.1% | -5.9% | -6.6% |
| 30D | -2.8% | +6.6% | -9.4% | -5.7% |
| 3M | +6.3% | +0.8% | +5.5% | +5.9% |
| 6M | +9.6% | -3.3% | +13.0% | +11.3% |
| YTD | +25.6% | +2.7% | +22.9% | +23.8% |
| 1Y | +29.7% | -4.0% | +33.7% | +31.9% |
| 3Y | +147.6% | +37.6% | +110.0% | +112.0% |
| 5Y | +160.1% | +35.4% | +124.7% | +120.5% |
| 10Y | +260.9% | +136.0% | +124.9% | +137.0% |
| All | +260.9% | +137.8% | +123.2% | +137.0% |
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