+843.8%
PM vs BP
+93.9%
+749.9%
-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 | +6.1% | +6.7% | -0.6% | +3.9% |
| 6M | +18.0% | +2.2% | +15.8% | +16.5% |
| YTD | +26.6% | +33.0% | -6.4% | +15.3% |
| 1Y | +36.7% | +30.7% | +6.0% | +25.0% |
| 3Y | +146.0% | +44.2% | +101.8% | +114.5% |
| 5Y | +164.1% | +105.1% | +58.9% | +102.0% |
| 10Y | +238.8% | +133.5% | +105.3% | +132.3% |
| All | +843.8% | +93.9% | +749.9% | +477.3% |
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