+71.1%
BA vs PBR
+703.7%
-632.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.5% |
| 7D | -2.7% | +4.2% | -7.0% | -4.0% |
| 30D | -12.2% | +22.7% | -34.9% | -18.0% |
| 3M | -2.0% | +21.5% | -23.5% | -8.7% |
| 6M | -6.0% | +24.0% | -29.9% | -14.0% |
| YTD | -5.7% | +88.2% | -93.9% | -25.5% |
| 1Y | -10.0% | +74.8% | -84.8% | -27.4% |
| 3Y | -3.1% | +105.1% | -108.2% | -28.2% |
| 5Y | -2.6% | +572.2% | -574.9% | -57.6% |
| All | +71.1% | +703.7% | -632.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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