+763.1%
PM vs BB
-92.1%
+855.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | -5.6% | +0.8% | -4.6% |
| 30D | -3.4% | -11.8% | +8.4% | -2.8% |
| 3M | +5.2% | -25.5% | +30.7% | +6.3% |
| 6M | +3.7% | +121.3% | -117.6% | -2.2% |
| YTD | +15.8% | +103.2% | -87.4% | +9.7% |
| 1Y | +17.4% | +102.6% | -85.3% | +10.9% |
| 3Y | +116.9% | +37.5% | +79.4% | +105.4% |
| 5Y | +117.3% | -30.4% | +147.8% | +111.6% |
| 10Y | +193.8% | 0.0% | +193.8% | +151.0% |
| All | +763.1% | -92.1% | +855.2% | +781.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling