+143.2%
PM vs BB
+145.9%
-2.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.2% |
| 7D | -7.3% | +15.0% | -22.2% | -6.8% |
| 30D | -4.0% | +3.5% | -7.5% | -3.8% |
| 3M | +2.7% | +2.7% | +0.1% | +3.1% |
| 6M | +14.9% | +44.7% | -29.9% | +15.6% |
| YTD | +23.5% | +143.3% | -119.7% | +24.6% |
| 1Y | +30.4% | +102.2% | -71.8% | +31.6% |
| 3Y | +143.2% | +156.1% | -12.9% | +141.1% |
| All | +143.2% | +145.9% | -2.7% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling