+0.2%
AGG vs PL
+81.7%
-81.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | +0.1% | -7.5% | +7.7% | +0.2% |
| 30D | -0.4% | -25.6% | +25.2% | -0.2% |
| 3M | -0.3% | -45.6% | +45.3% | +0.1% |
| 6M | -1.2% | -29.5% | +28.3% | -1.1% |
| YTD | -0.4% | -9.7% | +9.3% | -0.5% |
| 1Y | +0.4% | +84.4% | -84.0% | -0.5% |
| 3Y | +13.4% | +550.0% | -536.6% | +9.9% |
| 5Y | -1.4% | +79.0% | -80.4% | -4.6% |
| All | +0.2% | +81.7% | -81.5% | -3.0% |
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