+138.9%
PM vs AS
+133.7%
+5.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.4% | -4.6% |
| 7D | -3.4% | +7.1% | -10.5% | -3.4% |
| 30D | +5.8% | +12.8% | -7.0% | +5.7% |
| 3M | +6.7% | -14.7% | +21.4% | +6.8% |
| 6M | +19.9% | -9.9% | +29.8% | +20.0% |
| YTD | +27.8% | -16.1% | +43.9% | +27.9% |
| 1Y | +39.4% | +0.2% | +39.2% | +39.3% |
| All | +138.9% | +133.7% | +5.2% | +133.0% |
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 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