+778.2%
PM vs BNY
+540.7%
+237.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | -0.2% | +1.9% | -2.1% | -0.7% |
| 3M | +4.9% | +13.9% | -9.0% | +1.3% |
| 6M | +9.0% | +42.3% | -33.3% | -0.7% |
| YTD | +17.8% | +41.8% | -24.1% | +7.0% |
| 1Y | +16.8% | +57.9% | -41.1% | +3.1% |
| 3Y | +125.4% | +290.7% | -165.3% | +56.0% |
| 5Y | +128.7% | +252.3% | -123.6% | +60.0% |
| 10Y | +211.8% | +412.8% | -201.0% | +91.8% |
| All | +778.2% | +540.7% | +237.5% | +356.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling