+13.8%
BBY vs PL
+45.6%
-31.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +10.9% | +5.6% | +5.3% | +10.1% |
| 30D | +19.6% | -16.9% | +36.6% | +21.5% |
| 3M | +27.6% | -38.2% | +65.8% | +33.2% |
| 6M | +79.4% | -63.4% | +142.9% | +95.3% |
| YTD | +61.7% | -27.6% | +89.3% | +58.4% |
| 1Y | +40.3% | +6.6% | +33.7% | +29.4% |
| 3Y | +87.9% | +557.6% | -469.7% | +22.4% |
| 5Y | +0.2% | +39.5% | -39.3% | -21.7% |
| All | +13.8% | +45.6% | -31.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling