+263.2%
BAC vs PM
+235.7%
+27.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | -1.2% | -5.2% | +4.0% | +0.9% |
| 30D | -7.7% | +2.7% | -10.4% | -8.8% |
| 3M | -21.2% | +6.1% | -27.3% | -23.3% |
| 6M | -6.8% | +18.0% | -24.9% | -13.9% |
| YTD | -8.7% | +26.6% | -35.3% | -19.1% |
| 1Y | -5.3% | +36.7% | -42.0% | -19.0% |
| 3Y | +87.4% | +146.0% | -58.6% | +14.5% |
| 5Y | +18.9% | +164.1% | -145.2% | -30.8% |
| All | +263.2% | +235.7% | +27.5% | +101.0% |
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