+17.6%
PM vs BP
+38.1%
-20.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +1.1% |
| 7D | -1.3% | +0.9% | -2.2% | -1.3% |
| 30D | -2.6% | +9.1% | -11.7% | -2.9% |
| 3M | +5.8% | +3.9% | +1.9% | +5.4% |
| 6M | +10.6% | +13.6% | -3.1% | +9.2% |
| YTD | +17.2% | +34.0% | -16.9% | +12.3% |
| 1Y | +17.6% | +39.2% | -21.5% | +10.8% |
| All | +17.6% | +38.1% | -20.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling