+435.3%
BNY vs P
+494.9%
-59.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +1.5% | +7.8% | -6.4% | +0.2% |
| 30D | +3.3% | +12.3% | -9.0% | +1.0% |
| 3M | +15.3% | +37.1% | -21.8% | +8.6% |
| 6M | +42.5% | +66.1% | -23.6% | +28.8% |
| YTD | +42.0% | +50.9% | -8.9% | +29.8% |
| 1Y | +59.3% | +27.2% | +32.1% | +47.5% |
| 3Y | +291.2% | +158.7% | +132.5% | +202.3% |
| 5Y | +252.1% | +291.1% | -39.1% | +145.6% |
| 10Y | +407.1% | +715.0% | -307.9% | +192.6% |
| All | +435.3% | +494.9% | -59.6% | +210.7% |
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