+138.0%
PM vs AUR
-36.6%
+174.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -4.9% | +8.7% | -13.6% | -4.8% |
| 30D | -3.4% | -5.2% | +1.8% | -3.4% |
| 3M | +5.2% | -7.3% | +12.5% | +5.2% |
| 6M | +3.7% | +41.2% | -37.5% | +3.8% |
| YTD | +15.8% | +65.1% | -49.3% | +15.8% |
| 1Y | +17.4% | +13.4% | +4.0% | +17.5% |
| 3Y | +116.9% | +98.1% | +18.8% | +114.7% |
| 5Y | +117.3% | -36.0% | +153.3% | +107.8% |
| All | +138.0% | -36.6% | +174.6% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling