+32.8%
PM vs BG
+8.3%
+24.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.9% |
| 7D | +0.5% | +2.6% | -2.0% | +0.2% |
| 30D | -3.2% | -6.7% | +3.4% | -2.0% |
| 3M | +6.2% | -9.3% | +15.5% | +7.9% |
| 6M | +7.7% | -18.3% | +26.0% | +11.1% |
| YTD | +27.3% | +16.2% | +11.1% | +16.9% |
| 1Y | +32.8% | +7.6% | +25.2% | +27.4% |
| All | +32.8% | +8.3% | +24.4% | +27.4% |
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