+208.8%
PM vs BG
+171.4%
+37.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.0% |
| 7D | +1.9% | +3.7% | -1.8% | +1.1% |
| 30D | +1.9% | +12.3% | -10.4% | -0.8% |
| 3M | +4.6% | -2.2% | +6.8% | +4.8% |
| 6M | +11.7% | +5.3% | +6.3% | +9.7% |
| YTD | +20.4% | +42.4% | -22.0% | +10.1% |
| 1Y | +19.0% | +55.2% | -36.2% | +6.3% |
| 3Y | +130.4% | +21.0% | +109.4% | +115.7% |
| 5Y | +131.5% | +87.1% | +44.3% | +84.7% |
| All | +208.8% | +171.4% | +37.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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