+763.1%
PM vs BAX
+22.8%
+740.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -4.9% | -1.1% | -3.7% | -4.6% |
| 30D | -3.4% | -5.5% | +2.1% | -2.0% |
| 3M | +5.2% | +33.5% | -28.4% | -3.4% |
| 6M | +3.7% | +35.9% | -32.1% | -5.8% |
| YTD | +15.8% | +35.4% | -19.6% | +4.1% |
| 1Y | +17.4% | +9.8% | +7.6% | +11.4% |
| 3Y | +116.9% | -32.7% | +149.7% | +130.2% |
| 5Y | +117.3% | -65.6% | +182.9% | +188.6% |
| 10Y | +193.8% | -34.9% | +228.7% | +192.5% |
| All | +763.1% | +22.8% | +740.3% | +590.5% |
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 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