+122.5%
PM vs BN
+85.7%
+36.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | -2.5% | -2.4% | -4.7% |
| 30D | -3.4% | -9.5% | +6.1% | -2.5% |
| 3M | +5.2% | -10.4% | +15.6% | +6.2% |
| 6M | +3.7% | -6.4% | +10.1% | +4.1% |
| YTD | +15.8% | -11.9% | +27.6% | +16.8% |
| 1Y | +17.4% | -8.6% | +26.0% | +17.8% |
| All | +122.5% | +85.7% | +36.8% | +94.7% |
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