+182.7%
PM vs BBAI
-76.8%
+259.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.6% |
| 7D | -6.6% | -8.3% | +1.7% | -6.7% |
| 30D | -3.4% | -2.9% | -0.5% | -3.4% |
| 3M | +5.3% | -28.2% | +33.5% | +5.2% |
| 6M | +15.5% | -44.5% | +60.0% | +15.3% |
| YTD | +24.3% | -57.0% | +81.3% | +23.9% |
| 1Y | +29.7% | -59.4% | +89.1% | +29.4% |
| 3Y | +144.9% | +48.7% | +96.2% | +146.4% |
| 5Y | +159.0% | -76.8% | +235.8% | +154.4% |
| All | +182.7% | -76.8% | +259.5% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling