+208.8%
PM vs BTG
+158.3%
+50.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.4% |
| 7D | +1.9% | -5.5% | +7.4% | +2.3% |
| 30D | +1.9% | +6.1% | -4.2% | +1.5% |
| 3M | +4.6% | +38.6% | -34.1% | +2.2% |
| 6M | +11.7% | +0.7% | +11.0% | +11.1% |
| YTD | +20.4% | +20.3% | 0.0% | +18.0% |
| 1Y | +19.0% | +25.0% | -6.1% | +16.0% |
| 3Y | +130.4% | +97.3% | +33.1% | +115.7% |
| 5Y | +131.5% | +78.3% | +53.1% | +116.4% |
| All | +208.8% | +158.3% | +50.5% | +176.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling