+234.7%
PM vs AG
+77.4%
+157.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.7% | -7.1% | -2.6% |
| 7D | -7.3% | +10.8% | -18.1% | -7.7% |
| 30D | -4.0% | -8.2% | +4.1% | -3.8% |
| 3M | +2.7% | -13.7% | +16.4% | +3.1% |
| 6M | +14.9% | -27.3% | +42.1% | +15.8% |
| YTD | +23.5% | -4.6% | +28.1% | +22.4% |
| 1Y | +30.4% | +39.4% | -9.0% | +26.7% |
| 3Y | +143.2% | +244.1% | -100.9% | +122.3% |
| 5Y | +159.5% | +16.8% | +142.7% | +146.3% |
| 10Y | +234.7% | +71.7% | +163.0% | +202.8% |
| All | +234.7% | +77.4% | +157.3% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling