+116.4%
PM vs AS
+120.4%
-4.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.5% | -2.0% |
| 7D | -4.9% | -4.9% | 0.0% | -4.8% |
| 30D | -3.4% | -19.6% | +16.2% | -3.2% |
| 3M | +5.2% | -14.4% | +19.6% | +5.4% |
| 6M | +3.7% | -20.1% | +23.8% | +3.9% |
| YTD | +15.8% | -20.9% | +36.7% | +15.9% |
| 1Y | +17.4% | -21.9% | +39.2% | +17.6% |
| All | +116.4% | +120.4% | -4.0% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling