+848.9%
PM vs BR
+1,498.0%
-649.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 3M | +6.2% | +12.4% | -6.2% | +2.3% |
| 6M | +7.7% | +35.4% | -27.8% | -2.4% |
| YTD | +27.3% | -12.2% | +39.4% | +30.8% |
| 1Y | +32.8% | -12.7% | +45.5% | +36.8% |
| 3Y | +150.0% | +14.3% | +135.7% | +134.2% |
| 5Y | +164.2% | +19.3% | +145.0% | +140.0% |
| 10Y | +265.7% | +278.1% | -12.4% | +120.6% |
| All | +848.9% | +1,498.0% | -649.1% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling