+147.1%
PM vs CNH
+30.2%
+117.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.2% |
| 7D | -2.4% | +6.4% | -8.8% | -2.5% |
| 30D | -1.3% | -1.6% | +0.3% | -1.3% |
| 3M | +6.5% | +11.6% | -5.0% | +6.0% |
| 6M | +7.0% | +12.5% | -5.5% | +6.5% |
| YTD | +25.8% | +31.1% | -5.3% | +25.4% |
| 1Y | +30.9% | +17.0% | +13.9% | +30.4% |
| All | +147.1% | +30.2% | +117.0% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling