+763.1%
PM vs CSGP
+704.5%
+58.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.5% | -1.5% |
| 7D | -4.9% | -4.1% | -0.8% | -4.1% |
| 30D | -3.4% | +2.3% | -5.7% | -4.0% |
| 3M | +5.2% | -8.2% | +13.3% | +6.4% |
| 6M | +3.7% | -35.1% | +38.8% | +11.6% |
| YTD | +15.8% | -54.0% | +69.8% | +32.0% |
| 1Y | +17.4% | -65.3% | +82.7% | +41.0% |
| 3Y | +116.9% | -62.6% | +179.5% | +152.1% |
| 5Y | +117.3% | -64.8% | +182.1% | +150.0% |
| 10Y | +193.8% | +45.1% | +148.7% | +138.1% |
| All | +763.1% | +704.5% | +58.6% | +306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling