+46.9%
PM vs AS
+3.3%
+43.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.6% | +1.5% |
| 7D | +4.3% | +13.8% | -9.5% | +4.2% |
| 30D | +11.5% | +16.7% | -5.2% | +11.4% |
| 3M | +13.0% | -11.5% | +24.6% | +13.4% |
| 6M | +25.9% | -5.5% | +31.4% | +26.0% |
| YTD | +34.0% | -14.2% | +48.2% | +33.9% |
| 1Y | +46.9% | +2.1% | +44.8% | +46.8% |
| All | +46.9% | +3.3% | +43.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling