+843.8%
PM vs AG
+208.9%
+634.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -1.9% |
| 7D | -5.2% | +6.3% | -11.5% | -5.5% |
| 30D | +2.7% | -8.9% | +11.6% | +3.1% |
| 3M | +6.1% | -12.2% | +18.3% | +6.5% |
| 6M | +18.0% | -28.3% | +46.3% | +19.2% |
| YTD | +26.6% | -8.8% | +35.4% | +25.6% |
| 1Y | +36.7% | +39.4% | -2.7% | +32.5% |
| 3Y | +146.0% | +229.4% | -83.4% | +123.7% |
| 5Y | +164.1% | +14.5% | +149.5% | +149.7% |
| 10Y | +238.8% | +82.7% | +156.1% | +198.5% |
| All | +843.8% | +208.9% | +634.8% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling