+168.1%
PM vs BN
+29.3%
+138.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.2% | +5.3% | -10.6% | -5.9% |
| 30D | +2.7% | +11.9% | -9.2% | +1.1% |
| 3M | +6.1% | -5.7% | +11.9% | +7.0% |
| 6M | +18.0% | -10.6% | +28.6% | +19.7% |
| YTD | +26.6% | -9.4% | +35.9% | +27.8% |
| 1Y | +36.7% | -8.8% | +45.5% | +37.7% |
| 3Y | +146.0% | +95.6% | +50.4% | +110.0% |
| All | +168.1% | +29.3% | +138.8% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling