+198.6%
PM vs AG
+57.4%
+141.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.5% |
| 30D | -2.6% | +12.9% | -15.4% | -3.1% |
| 3M | +5.8% | +20.9% | -15.2% | +4.7% |
| 6M | +10.6% | -19.5% | +30.1% | +11.1% |
| YTD | +17.2% | +24.8% | -7.6% | +15.0% |
| 1Y | +17.6% | +120.2% | -102.6% | +12.0% |
| 3Y | +124.3% | +279.0% | -154.8% | +104.7% |
| 5Y | +125.1% | +67.9% | +57.2% | +110.8% |
| 10Y | +198.6% | +57.5% | +141.1% | +189.1% |
| All | +198.6% | +57.4% | +141.2% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded AG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling