+166.6%
PM vs RF
+42.4%
+124.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.4% |
| 7D | -3.4% | -1.6% | -1.7% | -3.2% |
| 30D | +5.8% | +5.0% | +0.8% | +5.2% |
| 3M | +6.7% | -10.0% | +16.6% | +7.9% |
| 6M | +19.9% | +3.3% | +16.6% | +19.3% |
| YTD | +27.8% | +7.9% | +19.9% | +26.3% |
| 1Y | +39.4% | +21.2% | +18.1% | +35.6% |
| 3Y | +146.9% | +105.8% | +41.1% | +115.3% |
| 5Y | +166.6% | +43.7% | +122.9% | +145.2% |
| All | +166.6% | +42.4% | +124.2% | +145.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling