+778.2%
PM vs AZO
+2,510.3%
-1,732.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.0% |
| 7D | -1.2% | -0.8% | -0.4% | -1.0% |
| 30D | -0.2% | -5.1% | +5.0% | +1.4% |
| 3M | +4.9% | -7.2% | +12.1% | +7.1% |
| 6M | +9.0% | -20.7% | +29.8% | +16.3% |
| YTD | +17.8% | -14.2% | +31.9% | +22.3% |
| 1Y | +16.8% | -32.2% | +49.0% | +30.2% |
| 3Y | +125.4% | +11.1% | +114.3% | +111.9% |
| 5Y | +128.7% | +87.6% | +41.1% | +76.4% |
| 10Y | +211.8% | +302.9% | -91.1% | +79.9% |
| All | +778.2% | +2,510.3% | -1,732.1% | +125.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling