+334.8%
PM vs AR
-32.8%
+367.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.5% |
| 7D | -3.4% | -11.7% | +8.3% | -2.7% |
| 30D | +5.8% | +1.8% | +4.0% | +5.7% |
| 3M | +6.7% | +6.0% | +0.7% | +6.2% |
| 6M | +19.9% | -7.0% | +26.9% | +20.2% |
| YTD | +27.8% | +5.6% | +22.2% | +27.0% |
| 1Y | +39.4% | +10.8% | +28.6% | +38.1% |
| 3Y | +146.9% | +19.3% | +127.6% | +141.0% |
| 5Y | +166.6% | +73.3% | +93.3% | +150.9% |
| 10Y | +242.1% | +47.6% | +194.5% | +195.4% |
| All | +334.8% | -32.8% | +367.6% | +291.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling