+168.1%
PM vs BAH
+8.3%
+159.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.6% |
| 7D | -5.2% | -3.5% | -1.7% | -5.1% |
| 30D | +2.7% | +24.3% | -21.6% | +1.7% |
| 3M | +6.1% | +16.3% | -10.2% | +5.3% |
| 6M | +18.0% | +13.6% | +4.4% | +16.8% |
| YTD | +26.6% | +3.5% | +23.1% | +25.5% |
| 1Y | +36.7% | +2.7% | +34.0% | +35.5% |
| 3Y | +146.0% | -26.6% | +172.6% | +143.3% |
| All | +168.1% | +8.3% | +159.8% | +166.4% |
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