+763.1%
PM vs AGI
+495.9%
+267.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.9% |
| 7D | -4.9% | +0.6% | -5.5% | -4.9% |
| 30D | -3.4% | +18.2% | -21.6% | -4.2% |
| 3M | +5.2% | -4.1% | +9.3% | +5.2% |
| 6M | +3.7% | -28.7% | +32.4% | +5.1% |
| YTD | +15.8% | -4.0% | +19.7% | +15.3% |
| 1Y | +17.4% | +17.4% | 0.0% | +15.5% |
| 3Y | +116.9% | +203.0% | -86.1% | +102.8% |
| 5Y | +117.3% | +376.7% | -259.3% | +97.7% |
| 10Y | +193.8% | +407.5% | -213.7% | +160.2% |
| All | +763.1% | +495.9% | +267.2% | +600.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling