+826.4%
PM vs BND
+63.1%
+763.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -6.6% | -0.1% | -6.5% | -6.6% |
| 30D | -3.4% | +1.3% | -4.7% | -3.8% |
| 3M | +5.3% | -0.7% | +6.0% | +5.6% |
| 6M | +15.5% | -1.6% | +17.1% | +16.1% |
| YTD | +24.3% | -1.0% | +25.3% | +24.7% |
| 1Y | +29.7% | -0.7% | +30.4% | +30.0% |
| 3Y | +144.9% | +14.1% | +130.8% | +136.4% |
| 5Y | +159.0% | -1.5% | +160.6% | +155.7% |
| 10Y | +250.9% | +17.3% | +233.6% | +246.5% |
| All | +826.4% | +63.1% | +763.3% | +764.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling