+406.9%
BNY vs P
+535.2%
-128.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.7% |
| 7D | +3.9% | +11.6% | -7.8% | +2.1% |
| 30D | +11.9% | -23.7% | +35.6% | +15.9% |
| 3M | -5.0% | -8.0% | +2.9% | -5.1% |
| 6M | +14.6% | +27.9% | -13.3% | +7.4% |
| YTD | +34.5% | +61.2% | -26.7% | +20.4% |
| 1Y | +40.6% | +28.6% | +12.0% | +29.1% |
| 3Y | +261.7% | +200.5% | +61.3% | +169.5% |
| 5Y | +192.3% | +282.9% | -90.7% | +102.9% |
| 10Y | +324.0% | +665.9% | -341.9% | +143.6% |
| All | +406.9% | +535.2% | -128.3% | +188.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling