+33.2%
BE vs PM
+32.2%
+0.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.0% |
| 7D | -13.4% | -6.6% | -6.7% | -16.7% |
| 30D | -33.9% | -3.4% | -30.4% | -34.6% |
| 3M | -12.0% | +5.3% | -17.3% | -7.5% |
| 6M | -29.0% | +15.5% | -44.5% | -23.9% |
| YTD | +113.4% | +24.3% | +89.1% | +134.4% |
| 1Y | +33.2% | +29.7% | +3.5% | +56.5% |
| All | +33.2% | +32.2% | +0.9% | +56.5% |
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