+274.5%
BBY vs PR
+65.1%
+209.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.1% |
| 7D | +10.9% | -9.5% | +20.4% | +11.8% |
| 30D | +19.6% | -5.7% | +25.3% | +20.0% |
| 3M | +27.6% | +3.0% | +24.6% | +26.9% |
| 6M | +79.4% | +11.8% | +67.6% | +76.8% |
| YTD | +61.7% | +58.5% | +3.2% | +54.0% |
| 1Y | +40.3% | +69.9% | -29.6% | +32.7% |
| 3Y | +87.9% | +84.9% | +3.0% | +75.9% |
| 5Y | +0.2% | +246.4% | -246.3% | -11.8% |
| 10Y | +274.5% | +70.3% | +204.2% | +304.0% |
| All | +274.5% | +65.1% | +209.4% | +304.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling