+28.8%
BAC vs PM
+18.4%
+10.4%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.4% |
| 7D | +1.2% | -1.3% | +2.5% | +1.1% |
| 30D | -0.7% | -2.6% | +1.8% | -0.8% |
| 3M | +16.9% | +5.8% | +11.1% | +17.3% |
| 6M | +29.6% | +10.6% | +19.0% | +30.3% |
| YTD | +15.3% | +17.2% | -1.9% | +15.6% |
| 1Y | +28.8% | +17.6% | +11.2% | +29.8% |
| All | +28.8% | +18.4% | +10.4% | +29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling