+122.5%
PM vs AG
+274.2%
-151.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | -3.4% | +19.2% | -22.6% | -3.9% |
| 3M | +5.2% | +6.2% | -1.0% | +5.0% |
| 6M | +3.7% | -26.7% | +30.4% | +4.7% |
| YTD | +15.8% | +26.1% | -10.4% | +14.6% |
| 1Y | +17.4% | +131.7% | -114.3% | +12.9% |
| All | +122.5% | +274.2% | -151.7% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling