+272.5%
PM vs CNC
+177.3%
+95.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.3% | +1.0% |
| 7D | +0.5% | +2.2% | -1.6% | +0.2% |
| 30D | -3.2% | +1.6% | -4.8% | -3.6% |
| 3M | +6.2% | +7.9% | -1.7% | +4.9% |
| 6M | +7.7% | +21.2% | -13.5% | +4.1% |
| YTD | +27.3% | +73.2% | -45.9% | +15.5% |
| 1Y | +32.8% | +97.5% | -64.7% | +17.8% |
| 3Y | +150.0% | -1.2% | +151.2% | +141.6% |
| 5Y | +164.2% | -6.1% | +170.3% | +154.1% |
| All | +272.5% | +177.3% | +95.2% | +214.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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