+843.8%
PM vs CPB
+36.1%
+807.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -5.2% | +8.0% | -13.2% | -7.6% |
| 30D | +2.7% | +22.4% | -19.7% | -4.1% |
| 3M | +6.1% | +2.5% | +3.6% | +4.7% |
| 6M | +18.0% | +12.2% | +5.8% | +12.6% |
| YTD | +26.6% | -12.8% | +39.4% | +30.6% |
| 1Y | +36.7% | -19.2% | +55.8% | +44.4% |
| 3Y | +146.0% | -35.6% | +181.6% | +175.0% |
| 5Y | +164.1% | -31.4% | +195.5% | +182.7% |
| 10Y | +238.8% | -37.9% | +276.7% | +259.5% |
| All | +843.8% | +36.1% | +807.6% | +564.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 all: compounded portfolio wealth divided by compounded CPB 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…
all analysis · Full analysis span regression · 6 months rolling