+835.7%
PM vs SBAC
+661.7%
+174.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | -5.2% | +1.2% | -6.4% | -5.5% |
| 30D | +2.7% | +11.2% | -8.5% | -0.3% |
| 3M | +5.2% | +4.5% | +0.8% | +3.7% |
| 6M | +17.0% | -12.2% | +29.2% | +20.3% |
| YTD | +25.5% | -0.1% | +25.6% | +23.6% |
| 1Y | +35.5% | -0.3% | +35.8% | +33.5% |
| 3Y | +143.9% | -8.7% | +152.6% | +143.1% |
| 5Y | +161.8% | -40.2% | +202.0% | +186.7% |
| 10Y | +235.9% | +97.3% | +138.6% | +155.9% |
| All | +835.7% | +661.7% | +174.1% | +317.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling