+159.0%
PM vs AR
+87.1%
+71.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -2.0% |
| 7D | -6.6% | -5.8% | -0.9% | -6.4% |
| 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% | +15.2% |
| YTD | +24.3% | +9.2% | +15.1% | +23.5% |
| 1Y | +29.7% | +11.2% | +18.5% | +28.7% |
| 3Y | +144.9% | +46.2% | +98.7% | +136.3% |
| 5Y | +159.0% | +98.1% | +61.0% | +146.4% |
| All | +159.0% | +87.1% | +71.9% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling