+162.6%
PM vs AG
0.0%
+162.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.2% |
| 7D | +0.5% | -10.0% | +10.5% | +0.9% |
| 30D | -3.2% | -10.5% | +7.3% | -2.9% |
| 3M | +6.2% | -27.3% | +33.5% | +7.1% |
| 6M | +7.7% | -43.0% | +50.7% | +9.6% |
| YTD | +27.3% | -17.9% | +45.2% | +26.8% |
| 1Y | +32.8% | +11.9% | +20.9% | +30.1% |
| 3Y | +150.0% | +201.8% | -51.8% | +127.5% |
| All | +162.6% | 0.0% | +162.6% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling