+43.1%
BAC vs PL
+28.1%
+15.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.4% | -11.1% | -1.5% |
| 7D | -1.2% | -6.8% | +5.7% | -0.7% |
| 30D | -7.7% | -29.3% | +21.6% | -5.2% |
| 3M | -21.2% | -44.8% | +23.6% | -17.6% |
| 6M | -6.8% | -68.4% | +61.5% | +0.6% |
| YTD | -8.7% | -36.4% | +27.7% | -9.1% |
| 1Y | -5.3% | +0.7% | -6.0% | -10.5% |
| 3Y | +87.4% | +455.3% | -367.9% | +36.6% |
| 5Y | +18.9% | +22.7% | -3.8% | -9.1% |
| All | +43.1% | +28.1% | +15.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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