+87.4%
BAC vs PR
+64.2%
+23.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.1% |
| 7D | -1.2% | -16.4% | +15.2% | +2.5% |
| 30D | -7.7% | -1.9% | -5.8% | -7.7% |
| 3M | -21.2% | +8.0% | -29.1% | -23.1% |
| 6M | -6.8% | +4.1% | -10.9% | -8.7% |
| YTD | -8.7% | +58.7% | -67.4% | -21.5% |
| 1Y | -5.3% | +75.8% | -81.1% | -21.3% |
| 3Y | +87.4% | +73.2% | +14.3% | +47.2% |
| All | +87.4% | +64.2% | +23.2% | +47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling