+1,709.5%
BE vs PM
+150.4%
+1,559.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -4.7% |
| 7D | +10.8% | +0.5% | +10.3% | +11.0% |
| 30D | -19.8% | -3.2% | -16.6% | -20.1% |
| 3M | -18.7% | +6.2% | -24.9% | -17.3% |
| 6M | -33.7% | +7.7% | -41.4% | -32.3% |
| YTD | +121.0% | +27.3% | +93.7% | +123.1% |
| 1Y | +85.4% | +32.8% | +52.6% | +87.1% |
| 3Y | +1,709.5% | +150.0% | +1,559.5% | +1,020.4% |
| All | +1,709.5% | +150.4% | +1,559.1% | +1,020.4% |
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