-1.4%
BND vs PR
+273.3%
-274.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.1% |
| 7D | -1.4% | +6.0% | -7.4% | -1.4% |
| 30D | +0.6% | -4.2% | +4.8% | +0.6% |
| 3M | -1.6% | +10.0% | -11.6% | -1.5% |
| 6M | -1.5% | +15.6% | -17.2% | -1.4% |
| YTD | -1.5% | +68.2% | -69.6% | -1.0% |
| 1Y | -1.1% | +79.2% | -80.3% | -0.6% |
| 3Y | +13.6% | +94.9% | -81.3% | +14.2% |
| All | -1.4% | +273.3% | -274.7% | +0.3% |
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