+166.6%
PM vs CSGP
-62.1%
+228.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.0% |
| YTD | +27.8% | -52.3% | +80.1% | +34.5% |
| 1Y | +39.4% | -54.5% | +93.9% | +47.2% |
| 3Y | +146.9% | -58.6% | +205.5% | +160.4% |
| 5Y | +166.6% | -61.5% | +228.1% | +181.0% |
| All | +166.6% | -62.1% | +228.7% | +181.0% |
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 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