+81.4%
BAC vs PL
+84.9%
-3.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.6% | -9.3% | +9.9% | +1.3% |
| 30D | -0.9% | -18.9% | +18.0% | +0.7% |
| 3M | +16.3% | -58.4% | +74.7% | +23.8% |
| 6M | +26.0% | -30.3% | +56.3% | +26.3% |
| YTD | +15.2% | -8.1% | +23.3% | +11.8% |
| 1Y | +26.5% | +180.5% | -154.0% | +7.5% |
| 3Y | +132.4% | +444.1% | -311.7% | +70.9% |
| 5Y | +72.6% | +83.0% | -10.5% | +27.3% |
| All | +81.4% | +84.9% | -3.5% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling