+259.0%
BNY vs P
+257.7%
+1.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.5% |
| 7D | -1.1% | -4.1% | +3.1% | -0.5% |
| 30D | +1.4% | -14.0% | +15.4% | +3.3% |
| 3M | +16.8% | +41.4% | -24.6% | +10.2% |
| 6M | +42.0% | +54.2% | -12.2% | +31.0% |
| YTD | +41.9% | +40.4% | +1.5% | +32.2% |
| 1Y | +59.2% | +16.0% | +43.2% | +50.2% |
| 3Y | +290.9% | +140.7% | +150.3% | +201.7% |
| 5Y | +259.0% | +256.3% | +2.7% | +141.4% |
| All | +259.0% | +257.7% | +1.4% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling