+250.9%
PM vs BAX
-34.5%
+285.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -6.6% | +3.6% | -10.3% | -7.3% |
| 30D | -3.4% | +8.5% | -12.0% | -5.2% |
| 3M | +5.3% | -4.9% | +10.2% | +6.1% |
| 6M | +15.5% | +47.0% | -31.5% | +5.9% |
| YTD | +24.3% | +38.4% | -14.2% | +14.0% |
| 1Y | +29.7% | +49.1% | -19.4% | +17.0% |
| 3Y | +144.9% | -14.9% | +159.8% | +141.5% |
| 5Y | +159.0% | -63.1% | +222.1% | +229.6% |
| 10Y | +250.9% | -35.6% | +286.5% | +295.5% |
| All | +250.9% | -34.5% | +285.4% | +295.5% |
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