+210.9%
PM vs AGG
+14.2%
+196.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.7% | -1.1% | +5.7% | +5.4% |
| 30D | +2.6% | -1.1% | +3.8% | +3.4% |
| 3M | +6.6% | -1.9% | +8.5% | +7.9% |
| 6M | +16.5% | -1.7% | +18.2% | +17.7% |
| YTD | +21.2% | -1.3% | +22.5% | +22.2% |
| 1Y | +17.9% | -0.7% | +18.7% | +18.5% |
| 3Y | +129.8% | +12.5% | +117.3% | +114.5% |
| 5Y | +133.0% | -2.5% | +135.5% | +135.2% |
| All | +210.9% | +14.2% | +196.7% | +186.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 10y: compounded portfolio wealth divided by compounded AGG 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…
10y analysis · Full analysis span regression · 6 months rolling