+26.8%
BA vs PM
+254.9%
-228.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | -1.4% | -7.1% | +5.7% | +2.1% |
| 30D | -7.9% | -2.8% | -5.1% | -6.9% |
| 3M | -25.2% | +6.3% | -31.5% | -27.9% |
| 6M | -26.7% | +9.6% | -36.4% | -31.1% |
| YTD | -19.6% | +25.6% | -45.2% | -30.4% |
| 1Y | -10.6% | +29.7% | -40.2% | -24.0% |
| 3Y | -11.2% | +147.6% | -158.8% | -51.6% |
| 5Y | -20.4% | +160.1% | -180.6% | -58.9% |
| 10Y | +26.8% | +260.9% | -234.2% | -45.5% |
| All | +26.8% | +254.9% | -228.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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