+168.1%
PM vs BBAI
-77.8%
+245.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -14.6% | +9.4% | -5.3% |
| 30D | +2.7% | -11.6% | +14.2% | +2.7% |
| 3M | +6.1% | -26.2% | +32.4% | +6.0% |
| 6M | +18.0% | -49.2% | +67.2% | +17.7% |
| YTD | +26.6% | -58.9% | +85.5% | +26.2% |
| 1Y | +36.7% | -60.8% | +97.5% | +36.3% |
| 3Y | +146.0% | +51.0% | +95.0% | +147.5% |
| All | +168.1% | -77.8% | +245.9% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling