-0.2%
BND vs PL
+46.3%
-46.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | -0.6% | +13.4% | -13.9% | -0.7% |
| 30D | +1.6% | -10.2% | +11.7% | +1.6% |
| 3M | -0.5% | -39.5% | +39.0% | -0.1% |
| 6M | -1.1% | -65.7% | +64.7% | -0.4% |
| YTD | -0.7% | -27.3% | +26.6% | -0.7% |
| 1Y | -0.7% | +15.0% | -15.6% | -1.1% |
| 3Y | +14.4% | +560.8% | -546.4% | +10.8% |
| 5Y | -1.1% | +38.4% | -39.5% | -4.1% |
| All | -0.2% | +46.3% | -46.6% | -3.4% |
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