+138.5%
PM vs BTSG
+504.1%
-365.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.2% | +0.5% |
| 7D | -6.6% | +3.8% | -10.4% | -6.7% |
| 30D | -3.4% | +13.7% | -17.2% | -3.6% |
| 3M | +5.3% | +18.0% | -12.6% | +5.1% |
| 6M | +15.5% | +32.2% | -16.7% | +14.8% |
| YTD | +24.3% | +93.6% | -69.3% | +22.6% |
| 1Y | +29.7% | +115.9% | -86.2% | +27.6% |
| All | +138.5% | +504.1% | -365.6% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling