+260.9%
PM vs COO
+40.2%
+220.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | -7.1% | -2.3% | -4.8% | -6.6% |
| 30D | -2.8% | +13.3% | -16.1% | -5.8% |
| 3M | +6.3% | -18.1% | +24.4% | +11.1% |
| 6M | +9.6% | +6.7% | +2.9% | +6.8% |
| YTD | +25.6% | -23.2% | +48.8% | +32.8% |
| 1Y | +29.7% | -12.3% | +41.9% | +32.1% |
| 3Y | +147.6% | -23.6% | +171.1% | +153.2% |
| 5Y | +160.1% | -38.7% | +198.8% | +180.8% |
| 10Y | +260.9% | +42.2% | +218.7% | +199.8% |
| All | +260.9% | +40.2% | +220.7% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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