+389.6%
BE vs PM
+18.7%
+370.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.5% |
| 7D | +23.9% | -1.2% | +25.1% | +23.1% |
| 30D | +27.8% | -0.2% | +28.0% | +28.1% |
| 3M | +3.7% | +4.9% | -1.2% | +6.6% |
| 6M | +78.0% | +9.0% | +68.9% | +83.5% |
| YTD | +209.9% | +17.8% | +192.1% | +236.1% |
| 1Y | +389.6% | +16.8% | +372.8% | +512.0% |
| All | +389.6% | +18.7% | +370.9% | +512.0% |
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