+128.7%
PM vs BG
+84.9%
+43.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.2% | +0.5% | -1.7% | -1.3% |
| 30D | -0.2% | +10.3% | -10.5% | -1.4% |
| 3M | +4.9% | -1.9% | +6.8% | +5.0% |
| 6M | +9.0% | +5.2% | +3.8% | +8.0% |
| YTD | +17.8% | +41.2% | -23.4% | +12.6% |
| 1Y | +16.8% | +50.5% | -33.7% | +10.9% |
| 3Y | +125.4% | +19.9% | +105.5% | +119.4% |
| 5Y | +128.7% | +86.7% | +42.0% | +95.1% |
| All | +128.7% | +84.9% | +43.8% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling