+134.8%
PM vs AS
+131.9%
+2.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.1% |
| 7D | -7.1% | -3.0% | -4.0% | -7.0% |
| 30D | -2.8% | +9.6% | -12.3% | -2.9% |
| 3M | +6.3% | -8.2% | +14.5% | +6.5% |
| 6M | +9.6% | -9.9% | +19.6% | +9.8% |
| YTD | +25.6% | -16.8% | +42.4% | +25.7% |
| 1Y | +29.7% | +3.0% | +26.7% | +29.5% |
| All | +134.8% | +131.9% | +2.8% | +129.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling