+303.2%
BBY vs PR
+169.5%
+133.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.3% |
| 7D | +9.5% | +2.9% | +6.6% | +9.2% |
| 30D | +6.8% | +18.0% | -11.2% | +5.2% |
| 3M | +28.9% | +16.9% | +12.0% | +26.9% |
| 6M | +37.8% | +28.2% | +9.6% | +34.2% |
| YTD | +38.7% | +69.3% | -30.6% | +31.7% |
| 1Y | +23.7% | +69.5% | -45.8% | +17.3% |
| 3Y | +39.1% | +81.7% | -42.6% | +30.6% |
| 5Y | -0.4% | +422.2% | -422.7% | -14.4% |
| 10Y | +234.0% | +110.4% | +123.6% | +232.8% |
| All | +303.2% | +169.5% | +133.7% | +297.7% |
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 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