+821.1%
PM vs BAX
+25.6%
+795.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -3.0% |
| 7D | -7.3% | +9.0% | -16.3% | -9.4% |
| 30D | -4.0% | +8.5% | -12.5% | -6.4% |
| 3M | +2.7% | -4.1% | +6.8% | +3.4% |
| 6M | +14.9% | +46.9% | -32.1% | +2.2% |
| YTD | +23.5% | +38.4% | -14.9% | +10.0% |
| 1Y | +30.4% | +47.0% | -16.7% | +13.9% |
| 3Y | +143.2% | -14.9% | +158.2% | +137.9% |
| 5Y | +159.5% | -62.5% | +222.0% | +233.0% |
| 10Y | +234.7% | -33.9% | +268.6% | +230.9% |
| All | +821.1% | +25.6% | +795.5% | +629.3% |
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