+250.9%
PM vs SBAC
+103.9%
+147.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -6.6% | +3.6% | -10.3% | -7.5% |
| 30D | -3.4% | +4.9% | -8.3% | -4.7% |
| 3M | +5.3% | +6.5% | -1.1% | +3.4% |
| 6M | +15.5% | -11.1% | +26.6% | +18.4% |
| YTD | +24.3% | +0.9% | +23.3% | +22.3% |
| 1Y | +29.7% | -1.6% | +31.3% | +28.5% |
| 3Y | +144.9% | -7.0% | +151.9% | +143.3% |
| 5Y | +159.0% | -39.2% | +198.2% | +184.0% |
| 10Y | +250.9% | +111.4% | +139.6% | +164.9% |
| All | +250.9% | +103.9% | +147.0% | +164.9% |
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