+592.8%
PM vs BAH
+1,071.0%
-478.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -2.4% | -3.2% | +0.8% | -2.0% |
| 30D | -1.3% | +19.5% | -20.9% | -3.8% |
| 3M | +6.5% | +11.1% | -4.6% | +4.8% |
| 6M | +7.0% | +16.3% | -9.3% | +4.1% |
| YTD | +25.8% | +4.8% | +21.0% | +23.4% |
| 1Y | +30.9% | +4.9% | +26.0% | +28.2% |
| 3Y | +148.0% | -27.0% | +175.0% | +150.6% |
| 5Y | +161.2% | +5.7% | +155.4% | +143.4% |
| 10Y | +261.5% | +201.0% | +60.5% | +180.2% |
| All | +592.8% | +1,071.0% | -478.2% | +326.7% |
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 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