+31.1%
BA vs PR
+62.9%
-31.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.3% | -1.8% |
| 7D | -0.1% | -16.5% | +16.5% | +2.6% |
| 30D | -9.1% | -4.5% | -4.6% | -8.6% |
| 3M | -28.2% | +8.5% | -36.7% | -29.3% |
| 6M | -23.1% | -3.3% | -19.8% | -23.4% |
| YTD | -20.6% | +55.7% | -76.3% | -27.0% |
| 1Y | -12.7% | +82.0% | -94.8% | -22.0% |
| 3Y | -11.6% | +62.5% | -74.0% | -20.6% |
| 5Y | -23.1% | +223.9% | -247.1% | -40.3% |
| All | +31.1% | +62.9% | -31.8% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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