+843.8%
PM vs BB
-91.0%
+934.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.4% | -6.2% | -2.0% |
| 7D | -5.2% | +3.8% | -9.0% | -5.4% |
| 30D | +2.7% | -0.3% | +3.0% | +2.5% |
| 3M | +6.1% | -0.5% | +6.6% | +5.8% |
| 6M | +18.0% | +45.9% | -27.9% | +14.2% |
| YTD | +26.6% | +130.6% | -104.0% | +18.7% |
| 1Y | +36.7% | +89.2% | -52.5% | +29.7% |
| 3Y | +146.0% | +137.5% | +8.5% | +124.9% |
| 5Y | +164.1% | -20.9% | +185.0% | +155.2% |
| 10Y | +238.8% | +25.4% | +213.4% | +184.4% |
| All | +843.8% | -91.0% | +934.8% | +854.1% |
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