+843.8%
PM vs AA
-47.1%
+890.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.2% |
| 7D | -5.2% | +0.9% | -6.1% | -5.3% |
| 30D | +2.7% | -6.7% | +9.4% | +3.5% |
| 3M | +6.1% | -16.3% | +22.5% | +8.2% |
| 6M | +18.0% | -37.1% | +55.1% | +23.9% |
| YTD | +26.6% | -25.0% | +51.6% | +28.4% |
| 1Y | +36.7% | +8.6% | +28.1% | +31.3% |
| 3Y | +146.0% | +57.2% | +88.8% | +113.9% |
| 5Y | +164.1% | -13.0% | +177.1% | +138.1% |
| 10Y | +238.8% | +65.5% | +173.3% | +134.9% |
| All | +843.8% | -47.1% | +890.9% | +545.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling