+260.9%
PM vs AME
+437.3%
-176.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -7.1% | +1.1% | -8.2% | -7.4% |
| 30D | -2.8% | -4.1% | +1.3% | -1.8% |
| 3M | +6.3% | -6.3% | +12.7% | +8.0% |
| 6M | +9.6% | +3.5% | +6.1% | +7.3% |
| YTD | +25.6% | +17.3% | +8.3% | +17.2% |
| 1Y | +29.7% | +22.0% | +7.6% | +19.2% |
| 3Y | +147.6% | +62.0% | +85.5% | +98.5% |
| 5Y | +160.1% | +78.5% | +81.6% | +97.0% |
| 10Y | +260.9% | +441.6% | -180.7% | +106.8% |
| All | +260.9% | +437.3% | -176.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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