+208.8%
PM vs BR
+190.5%
+18.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -6.0% | +7.9% | +3.7% |
| 30D | +1.9% | -0.9% | +2.8% | +2.1% |
| 3M | +4.6% | +16.4% | -11.8% | -0.1% |
| 6M | +11.7% | -8.2% | +19.9% | +13.8% |
| YTD | +20.4% | -23.2% | +43.6% | +29.0% |
| 1Y | +19.0% | -30.9% | +49.9% | +31.7% |
| 3Y | +130.4% | -5.0% | +135.4% | +128.5% |
| 5Y | +131.5% | +8.8% | +122.7% | +116.0% |
| All | +208.8% | +190.5% | +18.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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