+251.7%
BAC vs PM
+228.8%
+22.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.2% |
| 7D | +2.0% | -7.3% | +9.3% | +5.0% |
| 30D | -6.9% | -4.0% | -2.9% | -5.6% |
| 3M | -19.6% | +2.7% | -22.3% | -20.8% |
| 6M | -0.5% | +14.9% | -15.3% | -7.1% |
| YTD | -6.6% | +23.5% | -30.1% | -16.6% |
| 1Y | -3.0% | +30.4% | -33.3% | -15.5% |
| 3Y | +97.3% | +143.2% | -45.9% | +20.1% |
| 5Y | +21.9% | +159.5% | -137.6% | -29.1% |
| 10Y | +251.7% | +234.7% | +17.0% | +101.1% |
| All | +251.7% | +228.8% | +22.9% | +101.1% |
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 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