-1.4%
BAC vs PL
+12.6%
-14.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.0% |
| 7D | +3.2% | +10.0% | -6.8% | +3.0% |
| 30D | -0.7% | -2.3% | +1.5% | -0.8% |
| 3M | -20.0% | -44.2% | +24.2% | -19.4% |
| 6M | +3.4% | -66.1% | +69.5% | +4.7% |
| YTD | -5.7% | -30.0% | +24.2% | -8.2% |
| 1Y | -1.4% | +21.0% | -22.5% | -6.4% |
| All | -1.4% | +12.6% | -14.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling