+87.4%
BAC vs PM
+142.0%
-54.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -1.2% | -5.2% | +4.0% | -0.8% |
| 30D | -7.7% | +2.7% | -10.4% | -7.7% |
| 3M | -21.2% | +5.2% | -26.4% | -21.3% |
| 6M | -6.8% | +17.0% | -23.8% | -7.9% |
| YTD | -8.7% | +25.5% | -34.2% | -10.6% |
| 1Y | -5.3% | +35.5% | -40.8% | -8.2% |
| 3Y | +87.4% | +143.9% | -56.5% | +45.4% |
| All | +87.4% | +142.0% | -54.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling