+136.6%
PM vs AS
+134.9%
+1.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.2% | +6.9% | -12.2% | -5.3% |
| 30D | +2.7% | +16.0% | -13.3% | +2.6% |
| 3M | +6.1% | -12.8% | +19.0% | +6.3% |
| 6M | +18.0% | -15.4% | +33.4% | +18.2% |
| YTD | +26.6% | -15.7% | +42.3% | +26.7% |
| 1Y | +36.7% | +6.1% | +30.6% | +36.5% |
| All | +136.6% | +134.9% | +1.8% | +130.8% |
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 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