+298.0%
BNY vs PL
+84.9%
+213.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | +1.4% | -9.3% | +10.7% | +2.2% |
| 30D | +3.8% | -18.9% | +22.8% | +5.5% |
| 3M | +14.9% | -58.4% | +73.3% | +22.5% |
| 6M | +40.3% | -30.3% | +70.7% | +41.3% |
| YTD | +43.9% | -8.1% | +52.0% | +40.6% |
| 1Y | +59.0% | +180.5% | -121.5% | +37.6% |
| 3Y | +290.7% | +444.1% | -153.4% | +195.9% |
| 5Y | +250.4% | +83.0% | +167.3% | +166.8% |
| All | +298.0% | +84.9% | +213.1% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded PL 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling