+162.6%
PM vs BAH
+6.1%
+156.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.4% | +1.2% |
| 7D | +0.5% | +1.7% | -1.2% | +0.5% |
| 30D | -3.2% | +20.8% | -24.0% | -4.1% |
| 3M | +6.2% | +11.6% | -5.3% | +5.6% |
| 6M | +7.7% | +23.1% | -15.4% | +6.3% |
| YTD | +27.3% | +5.3% | +22.0% | +26.1% |
| 1Y | +32.8% | +6.1% | +26.6% | +31.4% |
| 3Y | +150.0% | -27.5% | +177.5% | +148.1% |
| All | +162.6% | +6.1% | +156.4% | +163.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling