+134.6%
PM vs AS
+134.9%
-0.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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 | +5.2% | -12.8% | +18.1% | +5.4% |
| 6M | +17.0% | -15.4% | +32.4% | +17.2% |
| YTD | +25.5% | -15.7% | +41.2% | +25.6% |
| 1Y | +35.5% | +6.1% | +29.4% | +35.4% |
| All | +134.6% | +134.9% | -0.2% | +128.8% |
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 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