+289.7%
BNY vs P
+137.3%
+152.4%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.3% |
| 7D | -1.1% | -4.1% | +3.1% | -0.7% |
| 30D | +1.4% | -14.0% | +15.4% | +2.7% |
| 3M | +16.8% | +41.4% | -24.6% | +12.1% |
| 6M | +42.0% | +54.2% | -12.2% | +34.2% |
| YTD | +41.9% | +40.4% | +1.5% | +35.1% |
| 1Y | +59.2% | +16.0% | +43.2% | +52.7% |
| All | +289.7% | +137.3% | +152.4% | +233.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling