+198.6%
PM vs AA
+121.7%
+76.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.9% |
| 7D | -1.3% | +1.7% | -2.9% | -1.4% |
| 30D | -2.6% | +3.3% | -5.9% | -3.0% |
| 3M | +5.8% | -29.4% | +35.2% | +8.8% |
| 6M | +10.6% | -12.8% | +23.4% | +10.8% |
| YTD | +17.2% | -2.1% | +19.3% | +15.6% |
| 1Y | +17.6% | +62.8% | -45.1% | +9.4% |
| 3Y | +124.3% | +90.5% | +33.8% | +97.5% |
| 5Y | +125.1% | +19.1% | +106.0% | +100.1% |
| 10Y | +198.6% | +124.8% | +73.8% | +97.8% |
| All | +198.6% | +121.7% | +76.9% | +97.8% |
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