+143.9%
PM vs CP
+26.5%
+117.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.5% |
| 7D | -5.2% | +2.8% | -8.0% | -5.6% |
| 30D | +2.7% | +10.2% | -7.5% | +1.3% |
| 3M | +5.2% | +2.4% | +2.9% | +4.8% |
| 6M | +17.0% | +7.7% | +9.3% | +15.7% |
| YTD | +25.5% | +26.0% | -0.5% | +21.6% |
| 1Y | +35.5% | +34.6% | +0.9% | +30.3% |
| 3Y | +143.9% | +26.7% | +117.2% | +133.5% |
| All | +143.9% | +26.5% | +117.4% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling