+143.9%
PM vs CNH
+7.0%
+136.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -1.8% |
| 7D | -5.2% | -1.7% | -3.5% | -5.2% |
| 30D | +2.7% | -7.2% | +9.9% | +2.8% |
| 3M | +5.2% | +6.5% | -1.3% | +4.9% |
| 6M | +17.0% | +7.9% | +9.1% | +16.5% |
| YTD | +25.5% | +26.6% | -1.1% | +25.2% |
| 1Y | +35.5% | +13.8% | +21.8% | +35.1% |
| 3Y | +143.9% | +9.2% | +134.7% | +138.6% |
| All | +143.9% | +7.0% | +136.9% | +138.6% |
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