+19.0%
PM vs BTSG
+119.4%
-100.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.6% | +8.8% | +2.1% |
| 7D | +1.9% | -5.8% | +7.7% | +1.8% |
| 30D | +1.9% | 0.0% | +1.9% | +1.9% |
| 3M | +4.6% | -4.5% | +9.1% | +4.4% |
| 6M | +11.7% | +40.0% | -28.3% | +12.1% |
| YTD | +20.4% | +54.6% | -34.2% | +21.2% |
| 1Y | +19.0% | +106.1% | -87.2% | +20.2% |
| All | +19.0% | +119.4% | -100.4% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling