+143.9%
PM vs BN
+90.6%
+53.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.2% | +5.3% | -10.6% | -5.5% |
| 30D | +2.7% | +11.9% | -9.2% | +2.0% |
| 3M | +5.2% | -5.7% | +11.0% | +5.8% |
| 6M | +17.0% | -10.6% | +27.6% | +18.0% |
| YTD | +25.5% | -9.4% | +34.9% | +26.2% |
| 1Y | +35.5% | -8.8% | +44.3% | +36.2% |
| 3Y | +143.9% | +95.6% | +48.3% | +122.1% |
| All | +143.9% | +90.6% | +53.3% | +122.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling