+160.8%
PM vs BTG
+36.5%
+124.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | -7.1% | +1.4% | -8.4% | -7.2% |
| 30D | -2.8% | -1.1% | -1.7% | -2.9% |
| 3M | +6.3% | +2.5% | +3.8% | +5.8% |
| 6M | +9.6% | -3.1% | +12.7% | +9.4% |
| YTD | +25.6% | +16.3% | +9.3% | +22.8% |
| 1Y | +29.7% | +27.6% | +2.0% | +25.7% |
| 3Y | +147.6% | +89.5% | +58.0% | +127.9% |
| All | +160.8% | +36.5% | +124.3% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling