+149.1%
PM vs AUR
-35.7%
+184.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | +4.7% | +1.4% | +3.3% | +4.7% |
| 30D | +2.6% | -6.4% | +9.0% | +2.6% |
| 3M | +6.6% | +7.7% | -1.1% | +6.6% |
| 6M | +16.5% | +44.5% | -28.0% | +16.6% |
| YTD | +21.2% | +67.4% | -46.3% | +21.2% |
| 1Y | +17.9% | +15.4% | +2.5% | +18.0% |
| 3Y | +129.8% | +94.8% | +35.0% | +127.5% |
| 5Y | +133.0% | -35.1% | +168.1% | +122.8% |
| All | +149.1% | -35.7% | +184.8% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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