+21.3%
BAC vs P
+286.7%
-265.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.7% |
| 7D | +1.5% | +17.8% | -16.3% | -0.5% |
| 30D | -6.4% | -29.9% | +23.5% | -2.8% |
| 3M | -21.7% | -1.2% | -20.5% | -22.2% |
| 6M | +0.5% | +32.1% | -31.6% | -4.7% |
| YTD | -6.7% | +64.3% | -71.0% | -14.8% |
| 1Y | -4.7% | +24.3% | -28.9% | -10.5% |
| 3Y | +96.1% | +203.2% | -107.1% | +47.5% |
| All | +21.3% | +286.7% | -265.4% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling