+260.9%
PM vs BN
+281.2%
-20.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -7.1% | -2.4% | -4.7% | -6.5% |
| 30D | -2.8% | +13.5% | -16.3% | -6.3% |
| 3M | +6.3% | -5.9% | +12.3% | +7.9% |
| 6M | +9.6% | -8.9% | +18.6% | +11.9% |
| YTD | +25.6% | -7.9% | +33.5% | +27.0% |
| 1Y | +29.7% | -8.3% | +37.9% | +31.1% |
| 3Y | +147.6% | +100.8% | +46.8% | +86.3% |
| 5Y | +160.1% | +38.2% | +121.9% | +117.6% |
| 10Y | +260.9% | +302.3% | -41.4% | +92.6% |
| All | +260.9% | +281.2% | -20.3% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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