+272.5%
PM vs CP
+257.3%
+15.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.3% |
| 7D | +0.5% | +2.1% | -1.6% | -0.1% |
| 30D | -3.2% | +9.3% | -12.5% | -5.9% |
| 3M | +6.2% | +0.5% | +5.8% | +5.9% |
| 6M | +7.7% | +10.4% | -2.7% | +4.1% |
| YTD | +27.3% | +28.7% | -1.4% | +16.8% |
| 1Y | +32.8% | +33.2% | -0.4% | +20.5% |
| 3Y | +150.0% | +38.4% | +111.6% | +118.4% |
| 5Y | +164.2% | +26.2% | +138.1% | +133.5% |
| All | +272.5% | +257.3% | +15.2% | +140.2% |
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