+234.7%
PM vs CP
+261.0%
-26.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -3.0% |
| 7D | -7.3% | +2.8% | -10.1% | -8.1% |
| 30D | -4.0% | +11.3% | -15.3% | -7.2% |
| 3M | +2.7% | +2.9% | -0.1% | +1.7% |
| 6M | +14.9% | +9.8% | +5.1% | +11.2% |
| YTD | +23.5% | +28.5% | -5.0% | +13.5% |
| 1Y | +30.4% | +33.5% | -3.1% | +18.2% |
| 3Y | +143.2% | +31.9% | +111.3% | +116.2% |
| 5Y | +159.5% | +25.5% | +134.0% | +129.9% |
| 10Y | +234.7% | +257.6% | -22.9% | +114.7% |
| All | +234.7% | +261.0% | -26.3% | +114.7% |
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