+238.5%
TER vs PM
+117.4%
+121.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.4% | +4.8% |
| 7D | +0.6% | -4.9% | +5.5% | -1.0% |
| 30D | -8.3% | -3.4% | -4.9% | -9.1% |
| 3M | -12.2% | +5.2% | -17.4% | -10.6% |
| 6M | +17.1% | +3.7% | +13.4% | +18.0% |
| YTD | +84.7% | +15.8% | +68.9% | +91.8% |
| 1Y | +199.9% | +17.4% | +182.6% | +215.6% |
| All | +238.5% | +117.4% | +121.1% | +241.5% |
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