+192.8%
PM vs COO
+48.2%
+144.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -4.9% | -2.2% | -2.7% | -4.3% |
| 30D | -3.4% | -7.0% | +3.6% | -1.6% |
| 3M | +5.2% | +12.2% | -7.0% | +1.9% |
| 6M | +3.7% | -15.1% | +18.8% | +7.8% |
| YTD | +15.8% | -15.1% | +30.9% | +20.2% |
| 1Y | +17.4% | +2.3% | +15.0% | +15.4% |
| 3Y | +116.9% | -23.7% | +140.6% | +125.1% |
| 5Y | +117.3% | -38.9% | +156.2% | +139.2% |
| All | +192.8% | +48.2% | +144.6% | +137.6% |
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