+899.1%
PM vs RF
+152.1%
+746.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.4% |
| 7D | +4.3% | +2.3% | +2.0% | +4.0% |
| 30D | +11.5% | +7.2% | +4.2% | +10.5% |
| 3M | +13.0% | -8.2% | +21.3% | +14.2% |
| 6M | +25.9% | +7.0% | +18.9% | +24.7% |
| YTD | +34.0% | +10.3% | +23.7% | +32.0% |
| 1Y | +46.9% | +25.1% | +21.8% | +42.3% |
| 3Y | +158.9% | +110.3% | +48.6% | +132.0% |
| 5Y | +181.3% | +47.1% | +134.2% | +160.7% |
| 10Y | +258.7% | +297.9% | -39.3% | +186.4% |
| All | +899.1% | +152.1% | +746.9% | +655.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling