+46.9%
PM vs BNY
+45.2%
+1.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.3% | -0.7% | +1.8% |
| 7D | +4.3% | +2.8% | +1.5% | +4.6% |
| 30D | +11.5% | +6.7% | +4.8% | +12.6% |
| 3M | +13.0% | -2.2% | +15.2% | +12.9% |
| 6M | +25.9% | +16.8% | +9.1% | +27.5% |
| YTD | +34.0% | +33.9% | +0.1% | +34.8% |
| 1Y | +46.9% | +43.9% | +3.0% | +44.7% |
| All | +46.9% | +45.2% | +1.7% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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