+122.2%
PM vs BR
-4.8%
+127.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.7% |
| 7D | -1.3% | -5.9% | +4.7% | -0.2% |
| 30D | -2.6% | +1.9% | -4.5% | -3.0% |
| 3M | +5.8% | +14.7% | -8.9% | +2.9% |
| 6M | +10.6% | -12.8% | +23.3% | +13.6% |
| YTD | +17.2% | -23.0% | +40.2% | +24.7% |
| 1Y | +17.6% | -31.7% | +49.3% | +29.1% |
| All | +122.2% | -4.8% | +127.0% | +121.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling