+208.8%
PM vs CRS
+1,409.1%
-1,200.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.5% |
| 7D | +1.9% | -4.1% | +6.0% | +2.5% |
| 30D | +1.9% | -16.6% | +18.5% | +4.3% |
| 3M | +4.6% | -14.3% | +18.9% | +6.2% |
| 6M | +11.7% | +11.6% | +0.1% | +8.7% |
| YTD | +20.4% | +42.6% | -22.2% | +12.8% |
| 1Y | +19.0% | +81.8% | -62.9% | +6.8% |
| 3Y | +130.4% | +632.1% | -501.7% | +57.9% |
| 5Y | +131.5% | +1,401.6% | -1,270.2% | +34.4% |
| All | +208.8% | +1,409.1% | -1,200.2% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CRS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling