+71.4%
BAC vs P
+276.6%
-205.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | +1.1% | +6.5% | -5.5% | +0.3% |
| 30D | -0.4% | +18.8% | -19.2% | -2.9% |
| 3M | +16.9% | +26.7% | -9.8% | +12.5% |
| 6M | +26.6% | +62.2% | -35.6% | +16.7% |
| YTD | +15.8% | +48.5% | -32.7% | +7.6% |
| 1Y | +27.2% | +26.4% | +0.8% | +19.0% |
| 3Y | +132.4% | +159.4% | -27.0% | +78.9% |
| All | +71.4% | +276.6% | -205.2% | +16.9% |
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