+146.7%
PM vs AG
+219.6%
-72.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | -7.1% | -4.0% | -3.0% | -7.0% |
| 30D | -2.8% | -13.1% | +10.3% | -2.6% |
| 3M | +6.3% | -22.0% | +28.4% | +6.8% |
| 6M | +9.6% | -37.3% | +46.9% | +11.0% |
| YTD | +25.6% | -11.2% | +36.8% | +25.1% |
| 1Y | +29.7% | +23.9% | +5.7% | +27.2% |
| All | +146.7% | +219.6% | -72.8% | +124.8% |
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 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