+763.1%
PM vs BN
+870.7%
-107.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -4.9% | -2.5% | -2.4% | -4.2% |
| 30D | -3.4% | -9.5% | +6.1% | -0.5% |
| 3M | +5.2% | -10.4% | +15.6% | +8.4% |
| 6M | +3.7% | -6.4% | +10.1% | +5.0% |
| YTD | +15.8% | -11.9% | +27.6% | +19.0% |
| 1Y | +17.4% | -8.6% | +26.0% | +18.7% |
| 3Y | +116.9% | +77.6% | +39.4% | +71.1% |
| 5Y | +117.3% | +37.0% | +80.3% | +81.4% |
| 10Y | +193.8% | +266.4% | -72.6% | +69.8% |
| All | +763.1% | +870.7% | -107.6% | +248.2% |
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