+150.0%
PM vs AA
+67.6%
+82.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +2.9% | +1.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.6% |
| 30D | -3.2% | -0.6% | -2.6% | -3.2% |
| 3M | +6.2% | -19.7% | +25.9% | +5.7% |
| 6M | +7.7% | -41.6% | +49.3% | +6.5% |
| YTD | +27.3% | -24.6% | +51.9% | +26.0% |
| 1Y | +32.8% | +4.9% | +27.9% | +31.5% |
| 3Y | +150.0% | +66.8% | +83.2% | +136.8% |
| All | +150.0% | +67.6% | +82.4% | +136.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling