+46.9%
PM vs BND
-0.5%
+47.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.2% |
| 7D | +4.3% | +0.4% | +3.8% | +3.9% |
| 30D | +11.5% | +2.3% | +9.2% | +9.5% |
| 3M | +13.0% | -1.0% | +14.0% | +14.1% |
| 6M | +25.9% | -0.9% | +26.8% | +27.0% |
| YTD | +34.0% | -0.9% | +34.9% | +37.1% |
| 1Y | +46.9% | -0.5% | +47.4% | +50.3% |
| All | +46.9% | -0.5% | +47.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 1y: compounded portfolio wealth divided by compounded BND 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…
1y analysis · Full analysis span regression · 6 months rolling