+364.7%
BAC vs PR
+160.5%
+204.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.5% | +10.5% | +4.8% |
| 7D | +1.5% | -12.1% | +13.6% | +3.1% |
| 30D | -4.4% | +0.9% | -5.3% | -4.6% |
| 3M | -17.5% | +10.1% | -27.6% | -18.7% |
| 6M | -0.1% | +1.1% | -1.2% | -0.7% |
| YTD | -4.6% | +63.7% | -68.3% | -11.1% |
| 1Y | -1.5% | +87.0% | -88.5% | -9.8% |
| 3Y | +95.2% | +70.7% | +24.5% | +79.2% |
| 5Y | +23.3% | +246.8% | -223.5% | +1.3% |
| 10Y | +290.0% | +72.6% | +217.4% | +214.6% |
| All | +364.7% | +160.5% | +204.3% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling