+192.1%
PM vs RF
+343.3%
-151.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.3% | -6.2% | -5.1% |
| 30D | -3.4% | -3.6% | +0.2% | -2.7% |
| 3M | +5.2% | +8.1% | -2.9% | +3.5% |
| 6M | +3.7% | +11.5% | -7.8% | +1.2% |
| YTD | +15.8% | +15.6% | +0.2% | +11.9% |
| 1Y | +17.4% | +15.7% | +1.7% | +13.1% |
| 3Y | +116.9% | +86.9% | +30.0% | +83.3% |
| 5Y | +117.3% | +89.8% | +27.5% | +78.5% |
| All | +192.1% | +343.3% | -151.3% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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