+763.1%
PM vs BBY
+313.4%
+449.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.1% | -2.4% |
| 7D | -4.9% | +9.5% | -14.4% | -6.1% |
| 30D | -3.4% | +6.8% | -10.2% | -4.4% |
| 3M | +5.2% | +28.9% | -23.7% | +1.2% |
| 6M | +3.7% | +37.8% | -34.1% | -1.6% |
| YTD | +15.8% | +38.7% | -23.0% | +9.4% |
| 1Y | +17.4% | +23.7% | -6.3% | +12.5% |
| 3Y | +116.9% | +39.1% | +77.8% | +99.0% |
| 5Y | +117.3% | -0.4% | +117.7% | +106.1% |
| 10Y | +193.8% | +234.0% | -40.3% | +120.5% |
| All | +763.1% | +313.4% | +449.8% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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