+185.3%
PM vs IR
+332.9%
-147.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +0.5% | +2.5% | -2.0% | +0.1% |
| 30D | -3.2% | +9.2% | -12.4% | -4.8% |
| 3M | +6.2% | +0.9% | +5.3% | +5.8% |
| 6M | +7.7% | +19.2% | -11.6% | +4.0% |
| YTD | +27.3% | +7.5% | +19.8% | +24.5% |
| 1Y | +32.8% | +11.7% | +21.0% | +28.9% |
| 3Y | +150.0% | +23.9% | +126.1% | +130.0% |
| 5Y | +164.2% | +46.4% | +117.9% | +129.8% |
| All | +185.3% | +332.9% | -147.6% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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