+233.0%
BAC vs PM
+254.9%
-21.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | -1.9% | -7.1% | +5.2% | +1.0% |
| 30D | -7.2% | -2.8% | -4.4% | -6.3% |
| 3M | -20.4% | +6.3% | -26.8% | -22.7% |
| 6M | +1.3% | +9.6% | -8.4% | -3.5% |
| YTD | -6.4% | +25.6% | -32.0% | -17.0% |
| 1Y | -3.5% | +29.7% | -33.2% | -15.8% |
| 3Y | +96.7% | +147.6% | -50.9% | +18.1% |
| 5Y | +20.6% | +160.1% | -139.5% | -30.3% |
| 10Y | +233.0% | +260.9% | -27.9% | +99.5% |
| All | +233.0% | +254.9% | -21.8% | +99.5% |
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