-0.9%
BA vs PR
+433.6%
-434.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.1% |
| 7D | +1.2% | +2.9% | -1.7% | +0.6% |
| 30D | -11.6% | +18.0% | -29.7% | -14.7% |
| 3M | -2.4% | +16.9% | -19.2% | -6.0% |
| 6M | -6.6% | +28.2% | -34.8% | -12.7% |
| YTD | -2.2% | +69.3% | -71.6% | -14.7% |
| 1Y | -8.0% | +69.5% | -77.5% | -20.1% |
| 3Y | -5.0% | +81.7% | -86.7% | -21.1% |
| All | -0.9% | +433.6% | -434.6% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling