+763.1%
PM vs BBWI
+286.3%
+476.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.3% |
| 7D | -4.9% | +1.5% | -6.4% | -5.1% |
| 30D | -3.4% | -5.2% | +1.8% | -2.9% |
| 3M | +5.2% | +11.1% | -5.9% | +3.3% |
| 6M | +3.7% | -13.4% | +17.1% | +4.6% |
| YTD | +15.8% | +0.1% | +15.7% | +14.1% |
| 1Y | +17.4% | -36.1% | +53.5% | +21.8% |
| 3Y | +116.9% | -44.1% | +161.0% | +121.0% |
| 5Y | +117.3% | -66.2% | +183.6% | +131.4% |
| 10Y | +193.8% | -54.8% | +248.5% | +167.6% |
| All | +763.1% | +286.3% | +476.9% | +330.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling