+229.6%
PM vs CSGP
+63.3%
+166.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +2.9% | -1.1% |
| 7D | -5.2% | +1.3% | -6.5% | -5.4% |
| 30D | +2.7% | +10.7% | -8.0% | +0.7% |
| 3M | +5.2% | +3.3% | +1.9% | +4.1% |
| 6M | +17.0% | -10.3% | +27.3% | +17.8% |
| YTD | +25.5% | -54.6% | +80.1% | +39.1% |
| 1Y | +35.5% | -54.6% | +90.2% | +50.1% |
| 3Y | +143.9% | -60.3% | +204.3% | +171.4% |
| 5Y | +161.8% | -63.3% | +225.1% | +192.6% |
| All | +229.6% | +63.3% | +166.3% | +216.3% |
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