+256.4%
BNY vs PL
+557.6%
-301.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.2% | +5.6% | -4.4% | +0.7% |
| 30D | +6.4% | -16.9% | +23.3% | +7.5% |
| 3M | -4.8% | -38.2% | +33.4% | -2.0% |
| 6M | +16.8% | -63.4% | +80.2% | +23.5% |
| YTD | +32.5% | -27.6% | +60.1% | +31.6% |
| 1Y | +38.6% | +6.6% | +32.0% | +33.1% |
| All | +256.4% | +557.6% | -301.2% | +174.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling