+252.1%
BNY vs PR
+409.5%
-157.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.5% |
| 3M | +15.3% | +21.8% | -6.4% | +11.2% |
| 6M | +42.5% | +27.6% | +14.9% | +35.7% |
| YTD | +42.0% | +71.4% | -29.4% | +28.1% |
| 1Y | +59.3% | +78.3% | -19.0% | +42.2% |
| 3Y | +291.2% | +85.5% | +205.7% | +239.5% |
| 5Y | +252.1% | +422.7% | -170.6% | +135.5% |
| All | +252.1% | +409.5% | -157.4% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling