+412.8%
BNY vs PR
+88.3%
+324.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +1.9% | +11.3% | -9.3% | +0.9% |
| 3M | +13.9% | +24.1% | -10.2% | +11.5% |
| 6M | +42.3% | +25.4% | +16.9% | +38.9% |
| YTD | +41.8% | +71.2% | -29.4% | +34.4% |
| 1Y | +57.9% | +78.6% | -20.7% | +48.8% |
| 3Y | +290.7% | +85.2% | +205.5% | +263.8% |
| 5Y | +252.3% | +419.0% | -166.7% | +195.8% |
| 10Y | +412.8% | +86.2% | +326.6% | +346.9% |
| All | +412.8% | +88.3% | +324.5% | +346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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