+117.4%
PM vs BAX
-65.4%
+182.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.1% |
| 7D | -4.9% | -1.1% | -3.7% | -4.8% |
| 30D | -3.4% | -5.5% | +2.1% | -2.8% |
| 3M | +5.2% | +33.5% | -28.4% | +1.7% |
| 6M | +3.7% | +35.9% | -32.1% | -0.1% |
| YTD | +15.8% | +35.4% | -19.6% | +11.0% |
| 1Y | +17.4% | +9.8% | +7.6% | +15.0% |
| 3Y | +116.9% | -32.7% | +149.7% | +124.4% |
| All | +117.4% | -65.4% | +182.8% | +158.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling