+837.9%
PM vs AGI
+363.9%
+474.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.3% | +0.4% |
| 7D | -2.4% | -7.5% | +5.1% | -2.1% |
| 30D | -1.3% | -9.9% | +8.6% | -1.0% |
| 3M | +6.5% | -14.2% | +20.7% | +7.1% |
| 6M | +7.0% | -35.2% | +42.2% | +8.8% |
| YTD | +25.8% | -25.2% | +51.0% | +26.6% |
| 1Y | +30.9% | -14.3% | +45.2% | +30.8% |
| 3Y | +148.0% | +127.7% | +20.3% | +134.7% |
| 5Y | +161.2% | +243.4% | -82.3% | +141.1% |
| 10Y | +261.5% | +384.1% | -122.7% | +221.1% |
| All | +837.9% | +363.9% | +474.0% | +669.3% |
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 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