+826.4%
PM vs COO
+747.3%
+79.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.1% | +0.7% |
| 7D | -6.6% | +4.5% | -11.1% | -7.5% |
| 30D | -3.4% | +16.9% | -20.4% | -6.7% |
| 3M | +5.3% | -16.7% | +22.0% | +9.0% |
| 6M | +15.5% | +5.9% | +9.6% | +13.1% |
| YTD | +24.3% | -22.4% | +46.7% | +30.0% |
| 1Y | +29.7% | -10.1% | +39.8% | +31.2% |
| 3Y | +144.9% | -22.8% | +167.7% | +150.2% |
| 5Y | +159.0% | -41.4% | +200.4% | +178.3% |
| 10Y | +250.9% | +41.3% | +209.7% | +206.8% |
| All | +826.4% | +747.3% | +79.1% | +462.6% |
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 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