+71.4%
BAC vs PL
+82.7%
-11.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +1.1% | -9.3% | +10.4% | +1.8% |
| 30D | -0.4% | -18.9% | +18.5% | +1.2% |
| 3M | +16.9% | -58.4% | +75.3% | +24.4% |
| 6M | +26.6% | -30.3% | +56.9% | +26.9% |
| YTD | +15.8% | -8.1% | +23.9% | +12.3% |
| 1Y | +27.2% | +180.5% | -153.3% | +8.1% |
| 3Y | +132.4% | +444.1% | -311.7% | +70.9% |
| All | +71.4% | +82.7% | -11.2% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling