+46.3%
BAC vs PL
+46.6%
-0.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +14.5% | -12.2% | +1.1% |
| 7D | +2.0% | +10.9% | -8.9% | +1.0% |
| 30D | -6.9% | -16.4% | +9.4% | -5.8% |
| 3M | -19.6% | -39.9% | +20.4% | -16.6% |
| 6M | -0.5% | -63.2% | +62.7% | +6.3% |
| YTD | -6.6% | -27.1% | +20.5% | -8.0% |
| 1Y | -3.0% | +12.2% | -15.1% | -9.1% |
| 3Y | +97.3% | +584.3% | -487.0% | +41.0% |
| 5Y | +21.9% | +37.0% | -15.1% | -7.3% |
| All | +46.3% | +46.6% | -0.3% | +10.4% |
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