-0.3%
BA vs PBR
+527.8%
-528.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.2% |
| 7D | +2.5% | +2.5% | 0.0% | +2.1% |
| 30D | -10.1% | +19.4% | -29.5% | -12.4% |
| 3M | -2.4% | +20.8% | -23.2% | -5.4% |
| 6M | -8.8% | +23.5% | -32.3% | -12.7% |
| YTD | -2.9% | +83.4% | -86.3% | -13.9% |
| 1Y | -8.8% | +77.6% | -86.3% | -18.7% |
| 3Y | -0.3% | +99.9% | -100.1% | -14.1% |
| 5Y | -0.3% | +567.7% | -568.0% | -41.4% |
| All | -0.3% | +527.8% | -528.1% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling