+144.9%
PM vs CRS
+354.4%
-209.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.5% |
| 7D | -6.6% | +0.2% | -6.8% | -6.6% |
| 30D | -3.4% | -22.9% | +19.4% | -3.9% |
| 3M | +5.3% | -46.8% | +52.2% | +4.4% |
| 6M | +15.5% | -30.4% | +46.0% | +14.4% |
| YTD | +24.3% | -5.4% | +29.6% | +22.8% |
| 1Y | +29.7% | -9.0% | +38.7% | +28.2% |
| 3Y | +144.9% | +352.2% | -207.2% | +132.6% |
| All | +144.9% | +354.4% | -209.5% | +132.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling