+593.0%
BE vs PM
+256.1%
+336.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.1% |
| 7D | -14.7% | -5.2% | -9.5% | -12.7% |
| 30D | -40.5% | +2.7% | -43.2% | -41.3% |
| 3M | -24.3% | +6.1% | -30.5% | -26.6% |
| 6M | -39.3% | +18.0% | -57.3% | -45.5% |
| YTD | +99.4% | +26.6% | +72.8% | +70.8% |
| 1Y | +26.6% | +36.7% | -10.1% | +3.3% |
| 3Y | +1,616.9% | +146.0% | +1,470.9% | +793.2% |
| 5Y | +441.4% | +164.1% | +277.3% | +158.0% |
| All | +593.0% | +256.1% | +336.9% | +130.4% |
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 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