-3.3%
BBY vs PR
+225.0%
-228.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +4.2% | -16.4% | +20.6% | +7.4% |
| 30D | +17.8% | -1.9% | +19.7% | +17.7% |
| 3M | +25.8% | +8.0% | +17.9% | +23.1% |
| 6M | +73.8% | +4.1% | +69.7% | +70.5% |
| YTD | +54.7% | +58.7% | -4.0% | +37.7% |
| 1Y | +33.4% | +75.8% | -42.4% | +15.9% |
| 3Y | +72.2% | +73.2% | -1.0% | +48.1% |
| All | -3.3% | +225.0% | -228.3% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling