+210.9%
PM vs AZO
+296.8%
-85.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.8% | +0.7% |
| 7D | +4.7% | -3.6% | +8.2% | +5.7% |
| 30D | +2.6% | -5.6% | +8.2% | +4.1% |
| 3M | +6.6% | -6.6% | +13.2% | +8.3% |
| 6M | +16.5% | -22.5% | +39.0% | +24.0% |
| YTD | +21.2% | -15.2% | +36.4% | +25.6% |
| 1Y | +17.9% | -33.9% | +51.9% | +30.6% |
| 3Y | +129.8% | +11.8% | +118.0% | +117.1% |
| 5Y | +133.0% | +85.5% | +47.5% | +84.5% |
| All | +210.9% | +296.8% | -85.9% | +107.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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