+763.1%
PM vs AU
+314.9%
+448.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -1.8% |
| 7D | -4.9% | -3.6% | -1.2% | -4.7% |
| 30D | -3.4% | +23.9% | -27.3% | -4.9% |
| 3M | +5.2% | +19.1% | -13.9% | +3.6% |
| 6M | +3.7% | -0.2% | +3.9% | +3.0% |
| YTD | +15.8% | +32.5% | -16.7% | +12.4% |
| 1Y | +17.4% | +96.9% | -79.6% | +10.4% |
| 3Y | +116.9% | +614.7% | -497.8% | +83.1% |
| 5Y | +117.3% | +647.7% | -530.4% | +80.2% |
| 10Y | +193.8% | +679.2% | -485.5% | +132.5% |
| All | +763.1% | +314.9% | +448.2% | +489.8% |
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 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