+36.7%
PM vs COMP
+16.2%
+20.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.7% | -12.5% | -1.7% |
| 7D | -5.2% | +13.4% | -18.7% | -5.1% |
| 30D | +2.7% | +11.1% | -8.4% | +2.9% |
| 3M | +6.1% | -18.8% | +25.0% | +6.2% |
| 6M | +18.0% | +10.5% | +7.5% | +19.0% |
| YTD | +26.6% | -3.4% | +30.0% | +25.4% |
| 1Y | +36.7% | +19.7% | +17.0% | +36.8% |
| All | +36.7% | +16.2% | +20.5% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling