+211.8%
PM vs BAX
-37.8%
+249.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | -1.2% | -5.1% | +3.9% | -0.2% |
| 30D | -0.2% | -12.2% | +12.0% | +2.4% |
| 3M | +4.9% | +21.8% | -16.9% | +0.3% |
| 6M | +9.0% | +36.3% | -27.3% | +1.4% |
| YTD | +17.8% | +27.8% | -10.0% | +10.0% |
| 1Y | +16.8% | -0.1% | +16.9% | +14.7% |
| 3Y | +125.4% | -33.3% | +158.8% | +137.4% |
| 5Y | +128.7% | -67.1% | +195.8% | +199.9% |
| 10Y | +211.8% | -36.9% | +248.8% | +235.9% |
| All | +211.8% | -37.8% | +249.6% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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