+165.8%
PM vs RF
+42.5%
+123.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -5.2% | -0.9% | -4.3% | -5.1% |
| 30D | +2.7% | +6.0% | -3.3% | +2.0% |
| 3M | +5.2% | -8.9% | +14.1% | +6.4% |
| 6M | +17.0% | +2.3% | +14.7% | +16.6% |
| YTD | +25.5% | +7.6% | +17.9% | +24.1% |
| 1Y | +35.5% | +21.2% | +14.4% | +31.9% |
| 3Y | +143.9% | +108.5% | +35.4% | +112.0% |
| All | +165.8% | +42.5% | +123.3% | +144.6% |
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 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