+168.1%
PM vs AG
+12.9%
+155.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | -5.2% | +6.3% | -11.5% | -5.4% |
| 30D | +2.7% | -8.9% | +11.6% | +3.0% |
| 3M | +6.1% | -12.2% | +18.3% | +6.4% |
| 6M | +18.0% | -28.3% | +46.3% | +19.1% |
| YTD | +26.6% | -8.8% | +35.4% | +25.7% |
| 1Y | +36.7% | +39.4% | -2.7% | +32.7% |
| 3Y | +146.0% | +229.4% | -83.4% | +123.3% |
| All | +168.1% | +12.9% | +155.2% | +159.2% |
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 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