+35.0%
PM vs BIYA
-99.9%
+134.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | -6.6% | -4.1% | -2.6% | -6.6% |
| 30D | -3.4% | -35.5% | +32.1% | -3.4% |
| 3M | +5.3% | -56.3% | +61.6% | +5.4% |
| 6M | +15.5% | -88.7% | +104.2% | +15.7% |
| YTD | +24.3% | -97.0% | +121.2% | +24.5% |
| 1Y | +29.7% | -98.7% | +128.4% | +30.6% |
| All | +35.0% | -99.9% | +134.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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