+128.7%
PM vs BR
+7.6%
+121.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.2% | -5.0% | +3.8% | -0.2% |
| 30D | -0.2% | -2.5% | +2.3% | +0.3% |
| 3M | +4.9% | +13.5% | -8.6% | +2.1% |
| 6M | +9.0% | -9.4% | +18.5% | +10.9% |
| YTD | +17.8% | -23.3% | +41.1% | +24.3% |
| 1Y | +16.8% | -31.6% | +48.4% | +26.6% |
| 3Y | +125.4% | -5.1% | +130.5% | +125.6% |
| 5Y | +128.7% | +8.2% | +120.5% | +113.8% |
| All | +128.7% | +7.6% | +121.1% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling