+250.9%
PM vs IAG
+336.8%
-85.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.7% | +7.2% | +0.9% |
| 7D | -6.6% | +16.8% | -23.5% | -7.3% |
| 30D | -3.4% | -1.5% | -2.0% | -3.5% |
| 3M | +5.3% | +0.5% | +4.8% | +5.0% |
| 6M | +15.5% | -1.0% | +16.5% | +15.0% |
| YTD | +24.3% | +12.3% | +11.9% | +22.3% |
| 1Y | +29.7% | +39.2% | -9.6% | +26.1% |
| 3Y | +144.9% | +712.3% | -567.4% | +112.5% |
| 5Y | +159.0% | +484.2% | -325.2% | +122.8% |
| 10Y | +250.9% | +382.3% | -131.4% | +194.5% |
| All | +250.9% | +336.8% | -85.9% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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