+1,076.1%
BE vs PM
+119.0%
+957.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.3% | +7.4% |
| 7D | +20.0% | -4.9% | +24.9% | +20.3% |
| 30D | +7.9% | -3.4% | +11.3% | +8.1% |
| 3M | -13.2% | +5.2% | -18.4% | -14.9% |
| 6M | +53.5% | +3.7% | +49.7% | +50.7% |
| YTD | +191.0% | +15.8% | +175.3% | +178.7% |
| 1Y | +360.5% | +17.4% | +343.1% | +339.3% |
| 3Y | +1,568.0% | +116.9% | +1,451.1% | +1,094.0% |
| All | +1,076.1% | +119.0% | +957.2% | +766.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling