+159.5%
PM vs AMC
-99.2%
+258.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.3% | -10.7% | -2.4% |
| 7D | -7.3% | +6.6% | -13.9% | -7.3% |
| 30D | -4.0% | +14.1% | -18.1% | -4.1% |
| 3M | +2.7% | +31.3% | -28.5% | +2.6% |
| 6M | +14.9% | +126.7% | -111.8% | +14.2% |
| YTD | +23.5% | +117.9% | -94.4% | +22.8% |
| 1Y | +30.4% | +41.1% | -10.7% | +30.1% |
| 3Y | +143.2% | -61.0% | +204.2% | +144.1% |
| 5Y | +159.5% | -99.1% | +258.6% | +159.3% |
| All | +159.5% | -99.2% | +258.7% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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