+260.6%
BBY vs P
+485.4%
-224.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.9% |
| 7D | +9.5% | +6.5% | +3.0% | +8.2% |
| 30D | +6.8% | +18.8% | -12.0% | +3.0% |
| 3M | +28.9% | +26.7% | +2.1% | +21.7% |
| 6M | +37.8% | +62.2% | -24.4% | +21.6% |
| YTD | +38.7% | +48.5% | -9.8% | +23.3% |
| 1Y | +23.7% | +26.4% | -2.7% | +11.8% |
| 3Y | +39.1% | +159.4% | -120.3% | -2.0% |
| 5Y | -0.4% | +275.8% | -276.2% | -37.8% |
| 10Y | +234.0% | +732.0% | -498.0% | +68.8% |
| All | +260.6% | +485.4% | -224.8% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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