+117.4%
PM vs CSGP
-64.7%
+182.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.7% |
| 7D | -4.9% | -4.1% | -0.8% | -4.5% |
| 30D | -3.4% | +2.3% | -5.7% | -3.7% |
| 3M | +5.2% | -8.2% | +13.3% | +5.6% |
| 6M | +3.7% | -35.1% | +38.8% | +6.8% |
| YTD | +15.8% | -54.0% | +69.8% | +22.7% |
| 1Y | +17.4% | -65.3% | +82.7% | +27.5% |
| 3Y | +116.9% | -62.6% | +179.5% | +131.6% |
| All | +117.4% | -64.7% | +182.1% | +130.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling