+835.7%
PM vs BP
+93.9%
+741.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.2% | -11.6% | +6.4% | -2.1% |
| 30D | +2.7% | 0.0% | +2.6% | +2.5% |
| 3M | +5.2% | +6.7% | -1.5% | +3.0% |
| 6M | +17.0% | +2.2% | +14.8% | +15.5% |
| YTD | +25.5% | +33.0% | -7.5% | +14.3% |
| 1Y | +35.5% | +30.7% | +4.8% | +23.9% |
| 3Y | +143.9% | +44.2% | +99.7% | +112.7% |
| 5Y | +161.8% | +105.1% | +56.7% | +100.3% |
| 10Y | +235.9% | +133.5% | +102.4% | +130.4% |
| All | +835.7% | +93.9% | +741.9% | +472.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling