+96.6%
BAC vs PM
+147.1%
-50.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.1% |
| 7D | -1.9% | -7.1% | +5.2% | -1.4% |
| 30D | -7.2% | -2.8% | -4.4% | -7.0% |
| 3M | -20.4% | +6.3% | -26.8% | -20.7% |
| 6M | +1.3% | +9.6% | -8.4% | +0.7% |
| YTD | -6.4% | +25.6% | -32.0% | -8.3% |
| 1Y | -3.5% | +29.7% | -33.2% | -5.9% |
| All | +96.6% | +147.1% | -50.5% | +53.9% |
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