+198.6%
PM vs BAH
+182.5%
+16.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.2% | +1.3% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | -2.6% | -4.5% | +1.9% | -2.0% |
| 3M | +5.8% | -7.6% | +13.4% | +6.6% |
| 6M | +10.6% | -10.6% | +21.2% | +11.5% |
| YTD | +17.2% | -12.6% | +29.7% | +17.9% |
| 1Y | +17.6% | -27.0% | +44.6% | +21.4% |
| 3Y | +124.3% | -31.5% | +155.7% | +125.1% |
| 5Y | +125.1% | -3.8% | +128.9% | +105.8% |
| 10Y | +198.6% | +183.9% | +14.7% | +126.7% |
| All | +198.6% | +182.5% | +16.1% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling