+250.9%
PM vs BAH
+210.6%
+40.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -6.6% | +0.5% | -7.1% | -6.7% |
| 30D | -3.4% | +18.2% | -21.7% | -5.7% |
| 3M | +5.3% | +13.1% | -7.7% | +3.4% |
| 6M | +15.5% | +15.2% | +0.3% | +12.6% |
| YTD | +24.3% | +6.0% | +18.3% | +21.7% |
| 1Y | +29.7% | +3.1% | +26.6% | +27.4% |
| 3Y | +144.9% | -26.2% | +171.1% | +146.1% |
| 5Y | +159.0% | +9.3% | +149.7% | +134.6% |
| 10Y | +250.9% | +212.3% | +38.6% | +170.8% |
| All | +250.9% | +210.6% | +40.3% | +170.8% |
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