+227.8%
PM vs ALC
+32.2%
+195.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -7.3% | +2.1% | -9.3% | -7.8% |
| 30D | -4.0% | +17.2% | -21.2% | -7.9% |
| 3M | +2.7% | +4.6% | -1.9% | +1.4% |
| 6M | +14.9% | +20.1% | -5.3% | +9.3% |
| YTD | +23.5% | -4.2% | +27.7% | +23.9% |
| 1Y | +30.4% | +2.1% | +28.3% | +28.4% |
| 3Y | +143.2% | +4.5% | +138.7% | +130.2% |
| 5Y | +159.5% | -12.3% | +171.8% | +156.2% |
| All | +227.8% | +32.2% | +195.6% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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