+208.8%
PM vs AGI
+388.9%
-180.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +2.4% |
| 7D | +1.9% | -5.3% | +7.2% | +2.2% |
| 30D | +1.9% | +6.8% | -4.8% | +1.5% |
| 3M | +4.6% | +8.3% | -3.7% | +3.9% |
| 6M | +11.7% | -29.2% | +40.9% | +13.5% |
| YTD | +20.4% | -7.3% | +27.6% | +20.1% |
| 1Y | +19.0% | +8.0% | +10.9% | +17.3% |
| 3Y | +130.4% | +206.6% | -76.2% | +112.7% |
| 5Y | +131.5% | +398.1% | -266.7% | +107.5% |
| All | +208.8% | +388.9% | -180.1% | +180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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