+143.2%
PM vs CMS
+37.9%
+105.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.7% |
| 7D | -7.3% | -0.9% | -6.4% | -6.8% |
| 30D | -4.0% | +7.1% | -11.1% | -7.3% |
| 3M | +2.7% | -1.3% | +4.0% | +3.4% |
| 6M | +14.9% | -2.7% | +17.5% | +16.5% |
| YTD | +23.5% | +2.6% | +20.9% | +21.8% |
| 1Y | +30.4% | -2.0% | +32.4% | +31.5% |
| 3Y | +143.2% | +39.6% | +103.6% | +112.5% |
| All | +143.2% | +37.9% | +105.3% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling