+234.7%
PM vs AA
+64.5%
+170.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.8% | -8.2% | -2.9% |
| 7D | -7.3% | +4.8% | -12.1% | -7.7% |
| 30D | -4.0% | -0.6% | -3.4% | -4.0% |
| 3M | +2.7% | -16.3% | +19.0% | +4.1% |
| 6M | +14.9% | -33.4% | +48.3% | +18.3% |
| YTD | +23.5% | -20.7% | +44.2% | +24.0% |
| 1Y | +30.4% | +12.9% | +17.4% | +25.8% |
| 3Y | +143.2% | +75.7% | +67.5% | +114.5% |
| 5Y | +159.5% | -6.8% | +166.3% | +136.6% |
| 10Y | +234.7% | +53.6% | +181.0% | +131.5% |
| All | +234.7% | +64.5% | +170.2% | +131.5% |
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