+119.6%
PM vs CNH
+9.6%
+110.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.1% |
| 7D | -4.9% | +23.3% | -28.2% | -5.6% |
| 30D | -3.4% | +33.5% | -36.8% | -4.4% |
| 3M | +5.2% | +32.7% | -27.5% | +4.1% |
| 6M | +3.7% | +22.2% | -18.5% | +2.8% |
| YTD | +15.8% | +57.7% | -41.9% | +14.3% |
| 1Y | +17.4% | +28.0% | -10.6% | +16.3% |
| All | +119.6% | +9.6% | +110.1% | +124.5% |
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