+272.5%
PM vs CSGP
+65.8%
+206.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | -3.2% | +2.8% | -6.0% | -4.0% |
| 3M | +6.2% | -6.3% | +12.5% | +6.7% |
| 6M | +7.7% | -3.2% | +10.8% | +7.3% |
| YTD | +27.3% | -54.0% | +81.2% | +40.9% |
| 1Y | +32.8% | -54.8% | +87.6% | +47.3% |
| 3Y | +150.0% | -60.6% | +210.6% | +178.8% |
| 5Y | +164.2% | -62.6% | +226.9% | +194.5% |
| All | +272.5% | +65.8% | +206.7% | +250.0% |
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