+217.6%
BAC vs P
+652.0%
-434.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.3% |
| 7D | +3.2% | +11.6% | -8.4% | +1.2% |
| 30D | -0.7% | -23.7% | +23.0% | +3.4% |
| 3M | -20.0% | -8.0% | -12.0% | -19.9% |
| 6M | +3.4% | +27.9% | -24.5% | -4.0% |
| YTD | -5.7% | +61.2% | -66.9% | -17.4% |
| 1Y | -1.4% | +28.6% | -30.1% | -11.0% |
| 3Y | +97.9% | +200.5% | -102.6% | +37.3% |
| 5Y | +22.9% | +282.9% | -260.0% | -22.6% |
| All | +217.6% | +652.0% | -434.4% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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