+131.5%
PM vs AU
+673.1%
-541.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.3% | +6.5% | +2.4% |
| 7D | +1.9% | -7.0% | +8.9% | +2.3% |
| 30D | +1.9% | +7.3% | -5.4% | +1.5% |
| 3M | +4.6% | +33.2% | -28.6% | +2.9% |
| 6M | +11.7% | -0.6% | +12.3% | +11.3% |
| YTD | +20.4% | +26.2% | -5.8% | +17.9% |
| 1Y | +19.0% | +68.3% | -49.3% | +13.9% |
| 3Y | +130.4% | +592.1% | -461.7% | +97.3% |
| 5Y | +131.5% | +685.3% | -553.8% | +101.8% |
| All | +131.5% | +673.1% | -541.7% | +101.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling