+773.5%
PM vs BKR
+98.9%
+674.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -2.6% | +3.9% | -6.4% | -3.3% |
| 3M | +5.8% | -1.1% | +6.9% | +5.7% |
| 6M | +10.6% | +7.6% | +2.9% | +8.4% |
| YTD | +17.2% | +41.9% | -24.7% | +9.2% |
| 1Y | +17.6% | +42.2% | -24.6% | +9.2% |
| 3Y | +124.3% | +84.3% | +40.0% | +94.2% |
| 5Y | +125.1% | +215.7% | -90.6% | +70.4% |
| 10Y | +198.6% | +130.9% | +67.7% | +118.5% |
| All | +773.5% | +98.9% | +674.7% | +429.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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