+234.7%
PM vs BN
+289.4%
-54.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -3.5% |
| 7D | -7.3% | +3.6% | -10.9% | -8.2% |
| 30D | -4.0% | +15.9% | -19.9% | -8.0% |
| 3M | +2.7% | -2.3% | +5.1% | +3.1% |
| 6M | +14.9% | -8.4% | +23.3% | +17.0% |
| YTD | +23.5% | -5.9% | +29.4% | +24.2% |
| 1Y | +30.4% | -5.6% | +35.9% | +30.7% |
| 3Y | +143.2% | +104.2% | +39.0% | +82.0% |
| 5Y | +159.5% | +35.5% | +124.0% | +119.4% |
| 10Y | +234.7% | +285.2% | -50.6% | +80.6% |
| All | +234.7% | +289.4% | -54.7% | +80.6% |
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