+464.2%
BAC vs PR
+169.5%
+294.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +1.1% | +2.9% | -1.8% | +0.7% |
| 30D | -0.4% | +18.0% | -18.4% | -2.5% |
| 3M | +16.9% | +16.9% | 0.0% | +14.4% |
| 6M | +26.6% | +28.2% | -1.6% | +22.1% |
| YTD | +15.8% | +69.3% | -53.5% | +7.7% |
| 1Y | +27.2% | +69.5% | -42.3% | +18.0% |
| 3Y | +132.4% | +81.7% | +50.7% | +111.9% |
| 5Y | +72.6% | +422.2% | -349.7% | +35.8% |
| 10Y | +389.7% | +110.4% | +279.4% | +297.9% |
| All | +464.2% | +169.5% | +294.7% | +357.1% |
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