+17.6%
PM vs BB
+102.8%
-85.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +1.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.2% |
| 30D | -2.6% | -12.4% | +9.8% | -3.7% |
| 3M | +5.8% | -15.3% | +21.1% | +4.4% |
| 6M | +10.6% | +128.8% | -118.2% | +18.8% |
| YTD | +17.2% | +107.7% | -90.5% | +25.1% |
| 1Y | +17.6% | +103.9% | -86.2% | +22.7% |
| All | +17.6% | +102.8% | -85.2% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling