+272.5%
PM vs BR
+277.7%
-5.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.5% | +1.1% | -0.5% | +0.2% |
| 30D | -3.2% | +14.4% | -17.6% | -6.9% |
| 3M | +6.2% | +12.4% | -6.2% | +2.6% |
| 6M | +7.7% | +35.4% | -27.8% | -1.7% |
| YTD | +27.3% | -12.2% | +39.4% | +31.1% |
| 1Y | +32.8% | -12.7% | +45.5% | +37.0% |
| 3Y | +150.0% | +14.3% | +135.7% | +135.1% |
| 5Y | +164.2% | +19.3% | +145.0% | +141.5% |
| All | +272.5% | +277.7% | -5.2% | +113.4% |
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