+163.4%
PM vs BBAI
-70.8%
+234.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -2.0% |
| 7D | -4.9% | -4.3% | -0.6% | -4.9% |
| 30D | -3.4% | -3.6% | +0.2% | -3.4% |
| 3M | +5.2% | -38.8% | +44.0% | +5.0% |
| 6M | +3.7% | -23.8% | +27.5% | +3.6% |
| YTD | +15.8% | -45.9% | +61.7% | +15.6% |
| 1Y | +17.4% | -40.8% | +58.1% | +17.3% |
| 3Y | +116.9% | +69.8% | +47.2% | +118.3% |
| 5Y | +117.3% | -70.3% | +187.6% | +113.7% |
| All | +163.4% | -70.8% | +234.2% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling