+159.5%
PM vs AGI
+245.4%
-85.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.4% |
| 7D | -2.4% | -7.5% | +5.1% | -1.9% |
| 30D | -1.3% | -9.9% | +8.6% | -0.8% |
| 3M | +6.5% | -14.2% | +20.7% | +7.3% |
| 6M | +7.0% | -35.2% | +42.2% | +10.3% |
| YTD | +25.8% | -25.2% | +51.0% | +27.1% |
| 1Y | +30.9% | -14.3% | +45.2% | +30.2% |
| 3Y | +148.0% | +127.7% | +20.3% | +118.4% |
| All | +159.5% | +245.4% | -85.9% | +128.2% |
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