+763.1%
PM vs BR
+1,335.5%
-572.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -0.9% |
| 7D | -4.9% | -5.3% | +0.4% | -3.3% |
| 30D | -3.4% | +6.4% | -9.8% | -5.3% |
| 3M | +5.2% | +13.6% | -8.5% | +0.8% |
| 6M | +3.7% | -6.7% | +10.4% | +5.1% |
| YTD | +15.8% | -21.1% | +36.9% | +23.2% |
| 1Y | +17.4% | -29.6% | +46.9% | +29.3% |
| 3Y | +116.9% | -2.4% | +119.3% | +113.5% |
| 5Y | +117.3% | +11.2% | +106.1% | +101.4% |
| 10Y | +193.8% | +191.8% | +2.0% | +92.4% |
| All | +763.1% | +1,335.5% | -572.4% | +210.9% |
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