+251.7%
BAC vs P
+748.5%
-496.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.3% | -4.0% | +1.2% |
| 7D | +2.0% | -9.6% | +11.6% | +3.5% |
| 30D | -6.9% | -33.4% | +26.5% | -0.6% |
| 3M | -19.6% | +14.2% | -33.8% | -22.8% |
| 6M | -0.5% | +31.6% | -32.0% | -8.4% |
| YTD | -6.6% | +53.5% | -60.1% | -17.5% |
| 1Y | -3.0% | +14.2% | -17.1% | -10.4% |
| 3Y | +97.3% | +190.5% | -93.2% | +37.1% |
| 5Y | +21.9% | +256.3% | -234.5% | -22.5% |
| 10Y | +251.7% | +707.9% | -456.2% | +79.4% |
| All | +251.7% | +748.5% | -496.9% | +79.4% |
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