+597.1%
PM vs BAH
+1,056.2%
-459.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | -1.2% |
| 7D | -5.2% | -3.5% | -1.7% | -4.8% |
| 30D | +2.7% | +24.3% | -21.6% | -0.4% |
| 3M | +6.1% | +16.3% | -10.2% | +3.7% |
| 6M | +18.0% | +13.6% | +4.4% | +15.2% |
| YTD | +26.6% | +3.5% | +23.1% | +24.4% |
| 1Y | +36.7% | +2.7% | +34.0% | +34.3% |
| 3Y | +146.0% | -26.6% | +172.6% | +148.2% |
| 5Y | +164.1% | +8.5% | +155.6% | +144.6% |
| 10Y | +238.8% | +225.1% | +13.7% | +159.4% |
| All | +597.1% | +1,056.2% | -459.1% | +330.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling