+836.5%
PM vs AU
+250.0%
+586.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.2% |
| 7D | -7.1% | +4.7% | -11.7% | -7.4% |
| 30D | -2.8% | -1.5% | -1.3% | -2.8% |
| 3M | +6.3% | -5.0% | +11.3% | +6.4% |
| 6M | +9.6% | -13.5% | +23.2% | +10.0% |
| YTD | +25.6% | +11.7% | +13.9% | +23.1% |
| 1Y | +29.7% | +21.3% | +8.3% | +26.1% |
| 3Y | +147.6% | +545.0% | -397.4% | +110.3% |
| 5Y | +160.1% | +412.0% | -251.8% | +121.1% |
| 10Y | +260.9% | +899.1% | -638.2% | +178.4% |
| All | +836.5% | +250.0% | +586.5% | +545.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling