+835.7%
PM vs AG
+208.9%
+626.8%
-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 | +5.2% | -12.2% | +17.4% | +5.6% |
| 6M | +17.0% | -28.3% | +45.3% | +18.2% |
| YTD | +25.5% | -8.8% | +34.3% | +24.5% |
| 1Y | +35.5% | +39.4% | -3.8% | +31.3% |
| 3Y | +143.9% | +229.4% | -85.5% | +121.8% |
| 5Y | +161.8% | +14.5% | +147.3% | +147.6% |
| 10Y | +235.9% | +82.7% | +153.2% | +195.9% |
| All | +835.7% | +208.9% | +626.8% | +524.7% |
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