+131.5%
PM vs AUR
-36.2%
+167.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.2% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +1.9% | -8.9% | +10.8% | +1.9% |
| 3M | +4.6% | +4.6% | 0.0% | +4.6% |
| 6M | +11.7% | +44.9% | -33.2% | +11.7% |
| YTD | +20.4% | +64.8% | -44.5% | +20.4% |
| 1Y | +19.0% | +16.4% | +2.6% | +19.1% |
| 3Y | +130.4% | +85.1% | +45.3% | +128.0% |
| 5Y | +131.5% | -36.1% | +167.6% | +119.5% |
| All | +131.5% | -36.2% | +167.6% | +119.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling