+117.4%
PM vs BP
+128.1%
-10.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.0% |
| 7D | -4.9% | +3.9% | -8.8% | -5.4% |
| 30D | -3.4% | +7.6% | -11.0% | -4.5% |
| 3M | +5.2% | +0.7% | +4.5% | +4.8% |
| 6M | +3.7% | +15.5% | -11.8% | +0.9% |
| YTD | +15.8% | +30.8% | -15.1% | +10.2% |
| 1Y | +17.4% | +34.3% | -16.9% | +11.1% |
| 3Y | +116.9% | +35.1% | +81.9% | +103.5% |
| All | +117.4% | +128.1% | -10.7% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling