+192.8%
PM vs CP
+222.0%
-29.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -4.9% | -2.7% | -2.2% | -4.1% |
| 30D | -3.4% | +0.2% | -3.6% | -3.5% |
| 3M | +5.2% | +2.6% | +2.6% | +4.2% |
| 6M | +3.7% | +6.0% | -2.3% | +1.5% |
| YTD | +15.8% | +24.9% | -9.2% | +7.3% |
| 1Y | +17.4% | +20.1% | -2.7% | +10.0% |
| 3Y | +116.9% | +16.4% | +100.5% | +101.5% |
| 5Y | +117.3% | +31.7% | +85.6% | +88.1% |
| All | +192.8% | +222.0% | -29.2% | +86.2% |
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