+117.4%
PM vs ALC
-16.0%
+133.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.6% |
| 7D | -4.9% | -2.1% | -2.8% | -4.5% |
| 30D | -3.4% | -0.1% | -3.3% | -3.4% |
| 3M | +5.2% | +5.9% | -0.7% | +4.1% |
| 6M | +3.7% | -15.9% | +19.6% | +6.4% |
| YTD | +15.8% | -10.1% | +25.9% | +17.3% |
| 1Y | +17.4% | -10.2% | +27.6% | +18.8% |
| 3Y | +116.9% | -13.6% | +130.5% | +117.4% |
| All | +117.4% | -16.0% | +133.4% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling