+211.8%
PM vs BUD
-24.2%
+236.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.3% |
| 7D | -1.2% | -1.3% | +0.1% | -0.8% |
| 30D | -0.2% | -6.1% | +6.0% | +1.9% |
| 3M | +4.9% | -3.8% | +8.7% | +6.2% |
| 6M | +9.0% | +8.2% | +0.9% | +5.8% |
| YTD | +17.8% | +23.6% | -5.8% | +9.3% |
| 1Y | +16.8% | +33.4% | -16.6% | +5.5% |
| 3Y | +125.4% | +45.3% | +80.1% | +94.2% |
| 5Y | +128.7% | +44.3% | +84.4% | +94.1% |
| 10Y | +211.8% | -22.8% | +234.6% | +202.0% |
| All | +211.8% | -24.2% | +236.0% | +202.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling