+131.5%
PM vs AZO
+85.0%
+46.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.4% |
| 7D | +1.9% | -2.9% | +4.9% | +2.5% |
| 30D | +1.9% | -5.3% | +7.2% | +2.9% |
| 3M | +4.6% | -7.3% | +11.9% | +5.9% |
| 6M | +11.7% | -22.7% | +34.3% | +16.6% |
| YTD | +20.4% | -15.0% | +35.4% | +23.4% |
| 1Y | +19.0% | -32.2% | +51.2% | +27.0% |
| 3Y | +130.4% | +10.0% | +120.4% | +123.7% |
| 5Y | +131.5% | +85.8% | +45.6% | +94.8% |
| All | +131.5% | +85.0% | +46.5% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling