+37.6%
PM vs BIYA
-99.9%
+137.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -5.2% | -10.5% | +5.3% | -5.2% |
| 30D | +2.7% | -51.7% | +54.4% | +2.8% |
| 3M | +6.1% | -60.8% | +66.9% | +6.2% |
| 6M | +18.0% | -90.6% | +108.6% | +18.2% |
| YTD | +26.6% | -97.1% | +123.7% | +26.8% |
| 1Y | +36.7% | -99.1% | +135.7% | +37.8% |
| All | +37.6% | -99.9% | +137.4% | +39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling