-0.5%
AGG vs PL
+45.6%
-46.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -0.1% | +5.6% | -5.7% | -0.1% |
| 30D | +1.4% | -16.9% | +18.3% | +1.5% |
| 3M | -0.7% | -38.2% | +37.5% | -0.4% |
| 6M | -1.7% | -63.4% | +61.8% | -1.0% |
| YTD | -1.1% | -27.6% | +26.6% | -1.1% |
| 1Y | -0.7% | +6.6% | -7.3% | -1.1% |
| 3Y | +14.2% | +557.6% | -543.5% | +10.5% |
| 5Y | -1.4% | +39.5% | -40.9% | -4.6% |
| All | -0.5% | +45.6% | -46.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling