-5.3%
BAC vs PR
+80.1%
-85.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.6% |
| 7D | -1.2% | -16.4% | +15.2% | -1.8% |
| 30D | -7.7% | -1.9% | -5.8% | -7.8% |
| 3M | -21.2% | +8.0% | -29.1% | -20.9% |
| 6M | -6.8% | +4.1% | -10.9% | -6.5% |
| YTD | -8.7% | +58.7% | -67.4% | -11.7% |
| 1Y | -5.3% | +75.8% | -81.1% | -10.8% |
| All | -5.3% | +80.1% | -85.3% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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