+162.6%
PM vs BUD
+51.6%
+111.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.8% |
| 7D | +0.5% | +1.0% | -0.5% | +0.2% |
| 30D | -3.2% | +6.7% | -9.9% | -5.4% |
| 3M | +6.2% | +5.7% | +0.5% | +4.0% |
| 6M | +7.7% | +5.8% | +1.9% | +5.3% |
| YTD | +27.3% | +34.4% | -7.1% | +15.0% |
| 1Y | +32.8% | +33.3% | -0.5% | +20.3% |
| 3Y | +150.0% | +48.8% | +101.2% | +113.5% |
| All | +162.6% | +51.6% | +111.0% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling