+291.2%
BNY vs PR
+87.2%
+204.0%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +1.5% | -0.6% | +2.0% | +1.5% |
| 30D | +3.3% | +17.4% | -14.0% | +0.4% |
| 3M | +15.3% | +21.8% | -6.4% | +11.1% |
| 6M | +42.5% | +27.6% | +14.9% | +35.2% |
| YTD | +42.0% | +71.4% | -29.4% | +26.8% |
| 1Y | +59.3% | +78.3% | -19.0% | +40.5% |
| 3Y | +291.2% | +85.5% | +205.7% | +231.4% |
| All | +291.2% | +87.2% | +204.0% | +231.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling