+29.2%
PM vs CYCU
-99.9%
+129.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.0% |
| 7D | -4.9% | -8.1% | +3.2% | -4.9% |
| 30D | -3.4% | -43.0% | +39.6% | -3.7% |
| 3M | +5.2% | -50.8% | +56.0% | +7.6% |
| 6M | +3.7% | -74.1% | +77.8% | +5.9% |
| YTD | +15.8% | -84.0% | +99.7% | +18.0% |
| 1Y | +17.4% | -92.2% | +109.6% | +21.1% |
| All | +29.2% | -99.9% | +129.1% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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