+211.8%
PM vs BBWI
-58.2%
+270.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +1.1% |
| 7D | -1.2% | -4.4% | +3.2% | -0.9% |
| 30D | -0.2% | -7.4% | +7.2% | +0.3% |
| 3M | +4.9% | -2.2% | +7.1% | +4.8% |
| 6M | +9.0% | -16.3% | +25.4% | +10.0% |
| YTD | +17.8% | -9.1% | +26.9% | +17.7% |
| 1Y | +16.8% | -34.5% | +51.3% | +19.4% |
| 3Y | +125.4% | -47.0% | +172.4% | +129.1% |
| 5Y | +128.7% | -68.8% | +197.5% | +140.2% |
| 10Y | +211.8% | -57.4% | +269.2% | +165.7% |
| All | +211.8% | -58.2% | +270.1% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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