+260.9%
PM vs CP
+251.7%
+9.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -7.1% | -0.7% | -6.4% | -6.9% |
| 30D | -2.8% | +9.6% | -12.4% | -5.6% |
| 3M | +6.3% | +2.2% | +4.1% | +5.4% |
| 6M | +9.6% | +11.1% | -1.5% | +5.8% |
| YTD | +25.6% | +28.2% | -2.6% | +15.5% |
| 1Y | +29.7% | +32.2% | -2.5% | +17.9% |
| 3Y | +147.6% | +35.5% | +112.0% | +117.9% |
| 5Y | +160.1% | +26.8% | +133.3% | +129.4% |
| 10Y | +260.9% | +256.9% | +4.0% | +131.2% |
| All | +260.9% | +251.7% | +9.2% | +131.2% |
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