+19.0%
PM vs BG
+52.8%
-33.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.1% |
| 7D | +1.9% | +3.7% | -1.8% | +1.4% |
| 30D | +1.9% | +12.3% | -10.4% | +0.3% |
| 3M | +4.6% | -2.2% | +6.8% | +4.5% |
| 6M | +11.7% | +5.3% | +6.3% | +10.4% |
| YTD | +20.4% | +42.4% | -22.0% | +14.7% |
| 1Y | +19.0% | +55.2% | -36.2% | +15.2% |
| All | +19.0% | +52.8% | -33.8% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling