+302.3%
BAC vs P
+449.6%
-147.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -16.4% | +12.8% | -0.7% |
| 7D | -2.7% | -31.9% | +29.2% | +3.7% |
| 30D | -8.0% | -36.5% | +28.5% | -1.0% |
| 3M | -20.9% | +11.6% | -32.5% | -23.8% |
| 6M | -5.4% | +25.2% | -30.6% | -12.1% |
| YTD | -8.1% | +39.4% | -47.5% | -17.1% |
| 1Y | -3.1% | -3.7% | +0.6% | -7.5% |
| 3Y | +88.1% | +167.3% | -79.1% | +34.6% |
| 5Y | +19.7% | +237.3% | -217.6% | -21.6% |
| 10Y | +275.9% | +698.6% | -422.8% | +90.5% |
| All | +302.3% | +449.6% | -147.3% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling