+17.6%
PM vs BBWI
-33.4%
+51.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.3% |
| 7D | -1.3% | +1.6% | -2.9% | -1.3% |
| 30D | -2.6% | -6.2% | +3.7% | -2.4% |
| 3M | +5.8% | +4.3% | +1.5% | +5.9% |
| 6M | +10.6% | -7.2% | +17.7% | +10.8% |
| YTD | +17.2% | -3.0% | +20.2% | +17.7% |
| 1Y | +17.6% | -30.8% | +48.4% | +16.1% |
| All | +17.6% | -33.4% | +51.0% | +16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling