+896.8%
PM vs BUD
+214.6%
+682.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.3% |
| 7D | -5.2% | +4.5% | -9.7% | -6.7% |
| 30D | +2.7% | +12.5% | -9.8% | -1.6% |
| 3M | +6.1% | 0.0% | +6.1% | +5.8% |
| 6M | +18.0% | +3.8% | +14.2% | +16.0% |
| YTD | +26.6% | +33.1% | -6.5% | +13.9% |
| 1Y | +36.7% | +35.5% | +1.2% | +22.1% |
| 3Y | +146.0% | +49.4% | +96.6% | +108.9% |
| 5Y | +164.1% | +48.0% | +116.0% | +121.3% |
| 10Y | +238.8% | -8.6% | +247.4% | +216.9% |
| All | +896.8% | +214.6% | +682.2% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling