+260.9%
PM vs CNH
+113.9%
+147.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.8% |
| 7D | -7.1% | +6.7% | -13.7% | -8.2% |
| 30D | -2.8% | +7.2% | -10.0% | -4.2% |
| 3M | +6.3% | +17.5% | -11.2% | +2.5% |
| 6M | +9.6% | +15.0% | -5.3% | +5.7% |
| YTD | +25.6% | +36.8% | -11.2% | +16.6% |
| 1Y | +29.7% | +27.6% | +2.0% | +21.8% |
| 3Y | +147.6% | +34.3% | +113.2% | +121.6% |
| 5Y | +160.1% | -12.2% | +172.3% | +150.4% |
| 10Y | +260.9% | +113.9% | +147.0% | +169.0% |
| All | +260.9% | +113.9% | +147.0% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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