+126.5%
PM vs CNC
+3.0%
+123.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -1.2% | -4.9% | +3.7% | -0.9% |
| 30D | -0.2% | -3.8% | +3.6% | +0.1% |
| 3M | +4.9% | -3.2% | +8.2% | +5.0% |
| 6M | +9.0% | +47.9% | -38.8% | +5.8% |
| YTD | +17.8% | +55.7% | -37.9% | +13.6% |
| 1Y | +16.8% | +106.2% | -89.4% | +9.3% |
| 3Y | +125.4% | -2.1% | +127.5% | +123.9% |
| All | +126.5% | +3.0% | +123.5% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling