+143.9%
PM vs ALC
+2.3%
+141.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | -5.2% | +4.9% | -10.1% | -5.7% |
| 30D | +2.7% | +19.0% | -16.3% | +0.7% |
| 3M | +5.2% | +7.8% | -2.5% | +4.3% |
| 6M | +17.0% | +14.6% | +2.4% | +15.2% |
| YTD | +25.5% | -4.4% | +29.9% | +25.5% |
| 1Y | +35.5% | +1.4% | +34.1% | +34.8% |
| 3Y | +143.9% | +2.5% | +141.4% | +139.8% |
| All | +143.9% | +2.3% | +141.7% | +139.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling