+250.9%
PM vs AR
+52.4%
+198.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.1% |
| 7D | -6.6% | -5.8% | -0.9% | -6.3% |
| 30D | -3.4% | +4.8% | -8.3% | -3.7% |
| 3M | +5.3% | +1.5% | +3.8% | +5.2% |
| 6M | +15.5% | +4.7% | +10.8% | +15.0% |
| YTD | +24.3% | +9.2% | +15.1% | +23.2% |
| 1Y | +29.7% | +11.2% | +18.5% | +28.4% |
| 3Y | +144.9% | +46.2% | +98.7% | +136.1% |
| 5Y | +159.0% | +98.1% | +61.0% | +141.6% |
| 10Y | +250.9% | +54.5% | +196.4% | +200.6% |
| All | +250.9% | +52.4% | +198.5% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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