+406.7%
BNY vs P
+718.8%
-312.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.3% | -4.3% | -0.7% |
| 7D | -1.3% | -1.3% | 0.0% | -1.2% |
| 30D | -0.2% | -11.9% | +11.7% | +1.6% |
| 3M | +14.9% | +41.6% | -26.7% | +7.4% |
| 6M | +40.0% | +58.1% | -18.1% | +27.2% |
| YTD | +42.0% | +46.5% | -4.5% | +30.0% |
| 1Y | +56.9% | +19.1% | +37.8% | +46.4% |
| 3Y | +289.9% | +150.6% | +139.3% | +198.9% |
| 5Y | +259.2% | +271.8% | -12.6% | +147.7% |
| All | +406.7% | +718.8% | -312.1% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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