+763.1%
PM vs BG
+101.3%
+661.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -4.9% | +2.8% | -7.7% | -5.5% |
| 30D | -3.4% | +12.0% | -15.4% | -6.0% |
| 3M | +5.2% | -7.7% | +12.9% | +6.8% |
| 6M | +3.7% | +4.5% | -0.8% | +2.1% |
| YTD | +15.8% | +35.7% | -19.9% | +7.1% |
| 1Y | +17.4% | +50.1% | -32.7% | +5.7% |
| 3Y | +116.9% | +12.6% | +104.3% | +105.7% |
| 5Y | +117.3% | +75.4% | +41.9% | +79.9% |
| 10Y | +193.8% | +150.5% | +43.3% | +109.0% |
| All | +763.1% | +101.3% | +661.9% | +417.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling