+198.6%
PM vs BP
+126.3%
+72.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -2.6% | +9.1% | -11.7% | -4.7% |
| 3M | +5.8% | +3.9% | +1.9% | +4.4% |
| 6M | +10.6% | +13.6% | -3.1% | +6.3% |
| YTD | +17.2% | +34.0% | -16.9% | +7.7% |
| 1Y | +17.6% | +39.2% | -21.5% | +6.9% |
| 3Y | +124.3% | +36.4% | +87.8% | +101.5% |
| 5Y | +125.1% | +135.8% | -10.7% | +67.7% |
| 10Y | +198.6% | +125.0% | +73.6% | +110.1% |
| All | +198.6% | +126.3% | +72.4% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 10y: compounded portfolio wealth divided by compounded BP 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…
10y analysis · Full analysis span regression · 6 months rolling