+148.4%
PM vs CSGP
-58.5%
+206.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.0% | -4.5% |
| 7D | -3.4% | +13.9% | -17.3% | -4.5% |
| 30D | +5.8% | +16.0% | -10.2% | +4.2% |
| 3M | +6.7% | +6.1% | +0.6% | +5.7% |
| 6M | +19.9% | -8.2% | +28.1% | +19.8% |
| YTD | +27.8% | -52.3% | +80.1% | +33.5% |
| 1Y | +39.4% | -54.5% | +93.9% | +46.1% |
| All | +148.4% | -58.5% | +206.9% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling