-16.9%
BA vs PR
+239.6%
-256.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.7% | +3.4% |
| 7D | +5.9% | -12.1% | +18.0% | +8.4% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -25.4% | +10.1% | -35.5% | -27.2% |
| 6M | -20.0% | +1.1% | -21.1% | -21.0% |
| YTD | -18.5% | +63.7% | -82.1% | -28.6% |
| 1Y | -10.6% | +87.0% | -97.7% | -24.5% |
| 3Y | -9.3% | +70.7% | -80.0% | -23.7% |
| 5Y | -16.9% | +246.8% | -263.7% | -44.6% |
| All | -16.9% | +239.6% | -256.5% | -44.6% |
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 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