+272.5%
PM vs CRS
+790.4%
-518.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.5% |
| 7D | +0.5% | +4.8% | -4.2% | -0.2% |
| 30D | -3.2% | -23.2% | +20.0% | -0.4% |
| 3M | +6.2% | -45.5% | +51.7% | +14.2% |
| 6M | +7.7% | -33.1% | +40.8% | +11.9% |
| YTD | +27.3% | -7.2% | +34.5% | +25.1% |
| 1Y | +32.8% | -10.0% | +42.8% | +31.0% |
| 3Y | +150.0% | +332.3% | -182.3% | +81.6% |
| 5Y | +164.2% | +801.9% | -637.6% | +61.2% |
| All | +272.5% | +790.4% | -518.0% | +105.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling