+168.1%
PM vs BAX
-63.7%
+231.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.2% | +12.1% | -17.4% | -6.3% |
| 30D | +2.7% | +7.6% | -4.9% | +1.8% |
| 3M | +6.1% | -4.5% | +10.6% | +6.5% |
| 6M | +18.0% | +52.0% | -34.0% | +12.4% |
| YTD | +26.6% | +35.1% | -8.6% | +21.3% |
| 1Y | +36.7% | +43.7% | -7.0% | +30.0% |
| 3Y | +146.0% | -20.9% | +166.9% | +147.0% |
| All | +168.1% | -63.7% | +231.8% | +202.1% |
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