+803.9%
PM vs BTG
+355.9%
+447.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.2% |
| 7D | -7.1% | +1.4% | -8.4% | -7.1% |
| 30D | -2.8% | -1.1% | -1.7% | -2.8% |
| 3M | +6.3% | +2.5% | +3.8% | +6.1% |
| 6M | +9.6% | -3.1% | +12.7% | +9.4% |
| YTD | +25.6% | +16.3% | +9.3% | +24.2% |
| 1Y | +29.7% | +27.6% | +2.0% | +27.7% |
| 3Y | +147.6% | +89.5% | +58.0% | +139.0% |
| 5Y | +160.1% | +33.6% | +126.5% | +152.7% |
| 10Y | +260.9% | +178.2% | +82.7% | +239.7% |
| All | +803.9% | +355.9% | +447.9% | +756.5% |
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