+31.0%
PL vs AGI
+243.7%
-212.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +10.0% | -10.1% | +20.2% | +14.2% |
| 30D | -2.3% | -6.5% | +4.3% | -0.6% |
| 3M | -44.2% | -12.8% | -31.4% | -42.1% |
| 6M | -66.1% | -34.3% | -31.8% | -61.2% |
| YTD | -30.0% | -25.6% | -4.4% | -24.3% |
| 1Y | +21.0% | -14.2% | +35.3% | +25.2% |
| 3Y | +516.5% | +127.3% | +389.2% | +336.6% |
| All | +31.0% | +243.7% | -212.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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