+234.7%
PM vs COO
+40.7%
+193.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -3.0% |
| 7D | -7.3% | +4.3% | -11.6% | -8.2% |
| 30D | -4.0% | +17.6% | -21.6% | -7.8% |
| 3M | +2.7% | -13.9% | +16.6% | +6.0% |
| 6M | +14.9% | +6.6% | +8.3% | +11.9% |
| YTD | +23.5% | -22.0% | +45.5% | +30.1% |
| 1Y | +30.4% | -8.8% | +39.2% | +31.5% |
| 3Y | +143.2% | -21.5% | +164.7% | +146.9% |
| 5Y | +159.5% | -41.0% | +200.5% | +184.6% |
| 10Y | +234.7% | +40.9% | +193.8% | +175.4% |
| All | +234.7% | +40.7% | +193.9% | +175.4% |
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