+232.4%
PM vs CP
+253.8%
-21.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.3% |
| 7D | -5.2% | +2.8% | -8.0% | -6.0% |
| 30D | +2.7% | +10.2% | -7.5% | -0.4% |
| 3M | +6.1% | +2.4% | +3.8% | +5.2% |
| 6M | +18.0% | +7.7% | +10.3% | +15.0% |
| YTD | +26.6% | +26.0% | +0.6% | +17.0% |
| 1Y | +36.7% | +34.6% | +2.0% | +23.6% |
| 3Y | +146.0% | +26.7% | +119.3% | +121.7% |
| 5Y | +164.1% | +24.9% | +139.2% | +134.0% |
| All | +232.4% | +253.8% | -21.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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