+733.1%
PM vs BTG
+392.0%
+341.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.9% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -3.4% | +36.8% | -40.2% | -4.6% |
| 3M | +5.2% | +23.1% | -17.9% | +4.2% |
| 6M | +3.7% | +3.5% | +0.2% | +3.3% |
| YTD | +15.8% | +25.5% | -9.7% | +14.3% |
| 1Y | +17.4% | +40.1% | -22.7% | +15.2% |
| 3Y | +116.9% | +101.1% | +15.8% | +109.1% |
| 5Y | +117.3% | +70.6% | +46.7% | +109.7% |
| 10Y | +193.8% | +152.1% | +41.6% | +176.9% |
| All | +733.1% | +392.0% | +341.1% | +688.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling