+29.7%
PM vs P
+17.1%
+12.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.4% | +1.2% |
| 7D | -7.1% | -4.7% | -2.4% | -7.1% |
| 30D | -2.8% | -31.4% | +28.6% | -4.2% |
| 3M | +6.3% | -2.6% | +9.0% | +6.6% |
| 6M | +9.6% | +21.9% | -12.3% | +12.2% |
| YTD | +25.6% | +58.9% | -33.3% | +28.2% |
| 1Y | +29.7% | +21.7% | +7.9% | +32.6% |
| All | +29.7% | +17.1% | +12.5% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling