+763.1%
PM vs CNC
+1,493.3%
-730.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.7% |
| 7D | -4.9% | +3.5% | -8.4% | -5.4% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | +5.2% | +6.9% | -1.7% | +3.8% |
| 6M | +3.7% | +49.0% | -45.3% | -3.4% |
| YTD | +15.8% | +62.9% | -47.2% | +6.0% |
| 1Y | +17.4% | +134.0% | -116.6% | +0.5% |
| 3Y | +116.9% | +9.4% | +107.5% | +102.9% |
| 5Y | +117.3% | +4.1% | +113.2% | +102.5% |
| 10Y | +193.8% | +95.4% | +98.4% | +138.9% |
| All | +763.1% | +1,493.3% | -730.2% | +344.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling