+210.2%
TER vs PM
+147.1%
+63.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.1% | +7.2% | +8.7% |
| 7D | +5.9% | -7.1% | +13.0% | +2.8% |
| 30D | -30.8% | -2.8% | -28.0% | -31.2% |
| 3M | -29.9% | +6.3% | -36.3% | -27.6% |
| 6M | -27.5% | +9.6% | -37.1% | -23.6% |
| YTD | +37.5% | +25.6% | +11.9% | +49.7% |
| 1Y | +50.3% | +29.7% | +20.6% | +65.6% |
| All | +210.2% | +147.1% | +63.1% | +250.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 3y: compounded portfolio wealth divided by compounded PM 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…
3y analysis · Full analysis span regression · 6 months rolling