+71.7%
TER vs PM
+163.6%
-91.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.2% | -6.6% | -5.2% |
| 7D | +14.4% | +0.5% | +13.8% | +14.5% |
| 30D | -30.6% | -3.2% | -27.4% | -30.7% |
| 3M | -39.2% | +6.2% | -45.4% | -38.6% |
| 6M | -31.3% | +7.7% | -38.9% | -30.4% |
| YTD | +29.1% | +27.3% | +1.8% | +29.8% |
| 1Y | +47.4% | +32.8% | +14.7% | +48.0% |
| 3Y | +191.2% | +150.0% | +41.2% | +136.0% |
| All | +71.7% | +163.6% | -91.9% | +37.0% |
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