+292.4%
BNY vs PL
+75.7%
+216.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | +0.3% | -13.9% | +14.1% | +1.5% |
| 30D | +1.9% | -25.5% | +27.4% | +4.3% |
| 3M | +13.9% | -44.8% | +58.7% | +19.0% |
| 6M | +42.3% | -33.3% | +75.6% | +43.9% |
| YTD | +41.8% | -12.7% | +54.5% | +39.2% |
| 1Y | +57.9% | +90.9% | -33.0% | +42.9% |
| 3Y | +290.7% | +528.5% | -237.7% | +191.2% |
| 5Y | +252.3% | +72.7% | +179.6% | +169.9% |
| All | +292.4% | +75.7% | +216.7% | +201.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling