+128.7%
PM vs AGI
+392.7%
-264.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.4% |
| 7D | -1.2% | +2.2% | -3.4% | -1.4% |
| 30D | -0.2% | +11.3% | -11.4% | -1.1% |
| 3M | +4.9% | +5.6% | -0.7% | +4.2% |
| 6M | +9.0% | -27.7% | +36.7% | +11.8% |
| YTD | +17.8% | -4.1% | +21.9% | +17.1% |
| 1Y | +16.8% | +13.8% | +3.0% | +13.6% |
| 3Y | +125.4% | +217.0% | -91.6% | +94.6% |
| 5Y | +128.7% | +404.3% | -275.6% | +89.3% |
| All | +128.7% | +392.7% | -264.0% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling