+272.5%
PM vs AA
+42.1%
+230.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.3% |
| 7D | +0.5% | +0.5% | 0.0% | +0.5% |
| 30D | -3.2% | -0.6% | -2.6% | -3.2% |
| 3M | +6.2% | -19.7% | +25.9% | +8.1% |
| 6M | +7.7% | -41.6% | +49.3% | +12.2% |
| YTD | +27.3% | -24.6% | +51.9% | +28.3% |
| 1Y | +32.8% | +4.9% | +27.9% | +29.0% |
| 3Y | +150.0% | +66.8% | +83.2% | +121.4% |
| 5Y | +164.2% | -19.4% | +183.7% | +145.5% |
| All | +272.5% | +42.1% | +230.4% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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