+19.0%
PM vs BR
-31.2%
+50.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | -6.0% | +7.9% | +2.7% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +4.6% | +16.4% | -11.8% | +2.8% |
| 6M | +11.7% | -8.2% | +19.9% | +12.2% |
| YTD | +20.4% | -23.2% | +43.6% | +30.1% |
| 1Y | +19.0% | -30.9% | +49.9% | +32.8% |
| All | +19.0% | -31.2% | +50.2% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling