+911.5%
BE vs PM
+225.7%
+685.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.0% | +9.3% | +8.2% |
| 7D | +20.0% | -4.9% | +24.9% | +22.4% |
| 30D | +7.9% | -3.4% | +11.3% | +9.2% |
| 3M | -13.2% | +5.2% | -18.4% | -17.7% |
| 6M | +53.5% | +3.7% | +49.7% | +45.7% |
| YTD | +191.0% | +15.8% | +175.3% | +159.8% |
| 1Y | +360.5% | +17.4% | +343.1% | +302.4% |
| 3Y | +1,568.0% | +116.9% | +1,451.1% | +828.4% |
| 5Y | +1,055.2% | +117.3% | +937.9% | +521.6% |
| All | +911.5% | +225.7% | +685.8% | +250.3% |
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