+843.8%
PM vs BAX
+22.6%
+821.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.2% | +12.1% | -17.4% | -8.1% |
| 30D | +2.7% | +7.6% | -4.9% | +0.4% |
| 3M | +6.1% | -4.5% | +10.6% | +7.0% |
| 6M | +18.0% | +52.0% | -34.0% | +4.0% |
| YTD | +26.6% | +35.1% | -8.6% | +13.4% |
| 1Y | +36.7% | +43.7% | -7.0% | +20.1% |
| 3Y | +146.0% | -20.9% | +166.9% | +146.4% |
| 5Y | +164.1% | -63.5% | +227.6% | +241.7% |
| 10Y | +238.8% | -36.0% | +274.8% | +238.5% |
| All | +843.8% | +22.6% | +821.2% | +652.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling