+835.7%
PM vs BN
+898.3%
-62.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.2% | +5.3% | -10.6% | -6.7% |
| 30D | +2.7% | +11.9% | -9.2% | -0.8% |
| 3M | +5.2% | -5.7% | +11.0% | +6.8% |
| 6M | +17.0% | -10.6% | +27.6% | +20.2% |
| YTD | +25.5% | -9.4% | +34.9% | +27.6% |
| 1Y | +35.5% | -8.8% | +44.3% | +37.3% |
| 3Y | +143.9% | +95.6% | +48.3% | +86.6% |
| 5Y | +161.8% | +30.2% | +131.7% | +122.7% |
| 10Y | +235.9% | +277.0% | -41.1% | +92.1% |
| All | +835.7% | +898.3% | -62.6% | +273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling