+150.0%
PM vs CMS
+39.2%
+110.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.3% |
| 7D | +0.5% | +1.7% | -1.2% | -0.4% |
| 30D | -3.2% | +6.2% | -9.4% | -6.2% |
| 3M | +6.2% | +0.6% | +5.6% | +5.8% |
| 6M | +7.7% | -1.8% | +9.4% | +8.6% |
| YTD | +27.3% | +3.8% | +23.4% | +24.7% |
| 1Y | +32.8% | -1.8% | +34.5% | +33.8% |
| 3Y | +150.0% | +39.8% | +110.2% | +116.7% |
| All | +150.0% | +39.2% | +110.8% | +116.7% |
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