+117.4%
PM vs AA
+10.5%
+106.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.9% |
| 7D | -4.9% | -0.7% | -4.2% | -4.9% |
| 30D | -3.4% | +5.0% | -8.4% | -3.6% |
| 3M | +5.2% | -35.8% | +41.0% | +7.0% |
| 6M | +3.7% | -18.4% | +22.1% | +4.0% |
| YTD | +15.8% | -5.5% | +21.2% | +14.9% |
| 1Y | +17.4% | +61.0% | -43.6% | +12.3% |
| 3Y | +116.9% | +66.2% | +50.7% | +101.3% |
| All | +117.4% | +10.5% | +106.9% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling