+54.6%
TER vs PM
+161.1%
-106.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.4% |
| 7D | -20.5% | -5.2% | -15.2% | -21.0% |
| 30D | -47.0% | +2.7% | -49.7% | -46.7% |
| 3M | -43.3% | +5.2% | -48.5% | -42.8% |
| 6M | -42.9% | +17.0% | -59.9% | -42.6% |
| YTD | +12.9% | +25.5% | -12.6% | +13.3% |
| 1Y | +18.2% | +35.5% | -17.3% | +18.3% |
| 3Y | +151.8% | +143.9% | +7.9% | +104.7% |
| All | +54.6% | +161.1% | -106.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling