+150.0%
PM vs BBWI
-24.0%
+174.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -3.2% | +12.9% | -16.1% | -3.1% |
| 3M | +6.2% | +16.0% | -9.8% | +6.3% |
| 6M | +7.7% | +16.6% | -8.9% | +8.0% |
| YTD | +27.3% | +9.7% | +17.5% | +27.7% |
| 1Y | +32.8% | +1.5% | +31.3% | +33.0% |
| 3Y | +150.0% | -21.4% | +171.4% | +150.5% |
| All | +150.0% | -24.0% | +174.0% | +150.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling