+235.6%
PM vs CSGP
+71.3%
+164.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.4% |
| 7D | -3.4% | +13.9% | -17.3% | -5.3% |
| 30D | +5.8% | +16.0% | -10.2% | +3.1% |
| 3M | +6.7% | +6.1% | +0.6% | +5.1% |
| 6M | +19.9% | -8.2% | +28.1% | +20.3% |
| YTD | +27.8% | -52.3% | +80.1% | +40.7% |
| 1Y | +39.4% | -54.5% | +93.9% | +54.4% |
| 3Y | +146.9% | -58.6% | +205.5% | +173.0% |
| 5Y | +166.6% | -61.5% | +228.1% | +195.8% |
| All | +235.6% | +71.3% | +164.3% | +219.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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