-23.1%
BA vs PM
+166.8%
-189.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.5% |
| 7D | -0.1% | -3.4% | +3.3% | +0.7% |
| 30D | -9.1% | +5.8% | -15.0% | -10.4% |
| 3M | -28.2% | +6.7% | -34.8% | -29.4% |
| 6M | -23.1% | +19.9% | -43.0% | -27.2% |
| YTD | -20.6% | +27.8% | -48.3% | -26.5% |
| 1Y | -12.7% | +39.4% | -52.1% | -21.4% |
| 3Y | -11.6% | +146.9% | -158.4% | -39.5% |
| 5Y | -23.1% | +166.6% | -189.8% | -50.1% |
| All | -23.1% | +166.8% | -189.9% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling