+19.7%
BAC vs PL
+11.6%
+8.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -10.1% | +6.5% | -2.8% |
| 7D | -2.7% | -20.5% | +17.8% | -0.9% |
| 30D | -8.0% | -38.8% | +30.8% | -4.4% |
| 3M | -20.9% | -49.1% | +28.2% | -16.8% |
| 6M | -5.4% | -69.4% | +64.0% | +2.5% |
| YTD | -8.1% | -42.3% | +34.3% | -7.7% |
| 1Y | -3.1% | -14.2% | +11.1% | -7.1% |
| 3Y | +88.1% | +398.7% | -310.5% | +38.4% |
| 5Y | +19.7% | +11.1% | +8.6% | -8.2% |
| All | +19.7% | +11.6% | +8.2% | -8.2% |
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