+763.1%
PM vs AGG
+63.9%
+699.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +5.2% | -0.7% | +5.8% | +5.3% |
| 6M | +3.7% | -1.5% | +5.2% | +4.1% |
| YTD | +15.8% | -0.3% | +16.0% | +15.9% |
| 1Y | +17.4% | +1.3% | +16.1% | +17.1% |
| 3Y | +116.9% | +13.2% | +103.7% | +112.4% |
| 5Y | +117.3% | -1.4% | +118.7% | +113.0% |
| 10Y | +193.8% | +14.9% | +178.9% | +192.0% |
| All | +763.1% | +63.9% | +699.2% | +772.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling