-1.7%
BND vs PL
+33.5%
-35.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.6% |
| 7D | -1.4% | +22.3% | -23.6% | -1.5% |
| 30D | +0.8% | -8.3% | +9.1% | +0.9% |
| 3M | -1.2% | -43.3% | +42.1% | -0.8% |
| 6M | -1.4% | -65.8% | +64.4% | -0.7% |
| YTD | -1.3% | -29.5% | +28.2% | -1.3% |
| 1Y | -1.2% | +11.7% | -13.0% | -1.7% |
| 3Y | +13.7% | +540.6% | -526.8% | +10.1% |
| 5Y | -1.7% | +32.9% | -34.6% | -4.7% |
| All | -1.7% | +33.5% | -35.2% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling