+263.2%
BAC vs P
+713.7%
-450.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | -1.2% | -23.8% | +22.6% | +3.4% |
| 30D | -7.7% | -36.6% | +29.0% | -0.5% |
| 3M | -21.2% | +10.9% | -32.0% | -24.0% |
| 6M | -6.8% | +30.0% | -36.8% | -14.2% |
| YTD | -8.7% | +44.4% | -53.1% | -18.4% |
| 1Y | -5.3% | +3.9% | -9.2% | -11.0% |
| 3Y | +87.4% | +176.6% | -89.1% | +31.2% |
| 5Y | +18.9% | +249.3% | -230.4% | -24.4% |
| All | +263.2% | +713.7% | -450.5% | +85.7% |
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