+210.9%
PM vs AU
+699.0%
-488.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +4.7% | -4.3% | +8.9% | +4.9% |
| 30D | +2.6% | +7.3% | -4.7% | +2.2% |
| 3M | +6.6% | +26.3% | -19.8% | +5.3% |
| 6M | +16.5% | +1.8% | +14.7% | +15.9% |
| YTD | +21.2% | +26.8% | -5.6% | +19.0% |
| 1Y | +17.9% | +66.7% | -48.8% | +13.9% |
| 3Y | +129.8% | +579.1% | -449.2% | +104.7% |
| 5Y | +133.0% | +689.3% | -556.3% | +104.2% |
| All | +210.9% | +699.0% | -488.0% | +182.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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