+763.1%
PM vs RF
+164.2%
+598.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -4.9% | +1.3% | -6.2% | -5.0% |
| 30D | -3.4% | -3.6% | +0.2% | -3.0% |
| 3M | +5.2% | +8.1% | -2.9% | +4.1% |
| 6M | +3.7% | +11.5% | -7.8% | +2.2% |
| YTD | +15.8% | +15.6% | +0.2% | +13.4% |
| 1Y | +17.4% | +15.7% | +1.7% | +14.8% |
| 3Y | +116.9% | +86.9% | +30.0% | +97.1% |
| 5Y | +117.3% | +89.8% | +27.5% | +95.1% |
| 10Y | +193.8% | +344.7% | -150.9% | +131.7% |
| All | +763.1% | +164.2% | +598.9% | +549.1% |
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