+117.4%
PM vs B
+153.8%
-36.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.3% | -1.8% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -3.4% | +9.4% | -12.8% | -4.3% |
| 3M | +5.2% | +5.0% | +0.2% | +4.5% |
| 6M | +3.7% | -3.5% | +7.3% | +3.8% |
| YTD | +15.8% | +4.5% | +11.3% | +14.4% |
| 1Y | +17.4% | +67.8% | -50.4% | +8.9% |
| 3Y | +116.9% | +196.7% | -79.8% | +84.5% |
| All | +117.4% | +153.8% | -36.4% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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