+135.3%
PM vs AGG
-2.6%
+137.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.7% | -1.1% | +5.7% | +5.3% |
| 30D | +2.6% | -1.1% | +3.8% | +3.3% |
| 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% | +115.6% |
| All | +135.3% | -2.6% | +137.8% | +126.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling