+198.6%
PM vs SBAC
+76.8%
+121.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -2.6% | +3.2% | -5.8% | -3.4% |
| 3M | +5.8% | -5.1% | +10.8% | +7.0% |
| 6M | +10.6% | -2.1% | +12.7% | +10.1% |
| YTD | +17.2% | -0.5% | +17.7% | +15.9% |
| 1Y | +17.6% | +1.1% | +16.5% | +15.8% |
| 3Y | +124.3% | -7.4% | +131.7% | +123.0% |
| 5Y | +125.1% | -44.3% | +169.4% | +154.6% |
| 10Y | +198.6% | +77.6% | +121.1% | +123.4% |
| All | +198.6% | +76.8% | +121.8% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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