+144.1%
BAC vs PM
+752.6%
-608.6%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +1.2% |
| 7D | +1.1% | -4.9% | +6.0% | +4.3% |
| 30D | -0.4% | -3.4% | +3.0% | +1.6% |
| 3M | +16.9% | +5.2% | +11.7% | +12.0% |
| 6M | +26.6% | +3.7% | +22.9% | +20.4% |
| YTD | +15.8% | +15.8% | 0.0% | +1.6% |
| 1Y | +27.2% | +17.4% | +9.8% | +9.5% |
| 3Y | +132.4% | +116.9% | +15.5% | +22.1% |
| 5Y | +72.6% | +117.3% | -44.7% | -11.6% |
| 10Y | +389.7% | +193.8% | +196.0% | +78.0% |
| All | +144.1% | +752.6% | -608.6% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling