+17.6%
PM vs AG
+123.1%
-105.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.3% | +1.2% |
| 7D | -1.3% | +4.5% | -5.8% | -1.3% |
| 30D | -2.6% | +12.9% | -15.4% | -2.6% |
| 3M | +5.8% | +20.9% | -15.2% | +5.9% |
| 6M | +10.6% | -19.5% | +30.1% | +11.4% |
| YTD | +17.2% | +24.8% | -7.6% | +18.5% |
| 1Y | +17.6% | +120.2% | -102.6% | +18.2% |
| All | +17.6% | +123.1% | -105.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling