+835.7%
PM vs COO
+731.2%
+104.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | -5.2% | +4.7% | -9.9% | -6.2% |
| 30D | +2.7% | +13.9% | -11.2% | -0.2% |
| 3M | +5.2% | -14.9% | +20.2% | +8.3% |
| 6M | +17.0% | +2.0% | +15.0% | +15.5% |
| YTD | +25.5% | -23.9% | +49.4% | +31.9% |
| 1Y | +35.5% | -9.6% | +45.1% | +36.9% |
| 3Y | +143.9% | -25.4% | +169.3% | +151.2% |
| 5Y | +161.8% | -41.2% | +203.0% | +181.0% |
| 10Y | +235.9% | +42.1% | +193.9% | +193.6% |
| All | +835.7% | +731.2% | +104.6% | +470.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling