+17.6%
BND vs PR
+66.7%
-49.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +0.4% | -12.4% | +12.8% | +0.3% |
| 30D | +2.0% | -6.6% | +8.6% | +2.0% |
| 3M | -0.4% | +7.5% | -7.9% | -0.3% |
| 6M | -0.9% | +10.8% | -11.7% | -0.9% |
| YTD | -0.3% | +57.0% | -57.4% | -0.1% |
| 1Y | 0.0% | +67.9% | -68.0% | +0.3% |
| 3Y | +15.1% | +87.6% | -72.5% | +15.5% |
| 5Y | -1.5% | +220.4% | -221.9% | -0.7% |
| 10Y | +17.6% | +64.8% | -47.2% | +18.1% |
| All | +17.6% | +66.7% | -49.1% | +18.1% |
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