+763.1%
PM vs BND
+64.4%
+698.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -4.9% | -0.1% | -4.7% | -4.8% |
| 30D | -3.4% | -0.4% | -3.0% | -3.3% |
| 3M | +5.2% | -0.6% | +5.8% | +5.4% |
| 6M | +3.7% | -1.4% | +5.2% | +4.2% |
| YTD | +15.8% | -0.2% | +16.0% | +15.9% |
| 1Y | +17.4% | +1.3% | +16.1% | +16.9% |
| 3Y | +116.9% | +13.2% | +103.8% | +109.6% |
| 5Y | +117.3% | -1.6% | +118.9% | +114.3% |
| 10Y | +193.8% | +15.5% | +178.3% | +188.1% |
| All | +763.1% | +64.4% | +698.7% | +703.5% |
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