+428.3%
BNY vs PR
+164.4%
+263.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.1% |
| 7D | +3.6% | +6.7% | -3.1% | +3.0% |
| 30D | +8.8% | -6.1% | +15.0% | +9.3% |
| 3M | -5.8% | +6.9% | -12.7% | -6.6% |
| 6M | +15.5% | +14.6% | +0.9% | +13.6% |
| YTD | +33.9% | +66.1% | -32.2% | +27.1% |
| 1Y | +38.0% | +77.0% | -39.0% | +30.2% |
| 3Y | +258.2% | +93.8% | +164.4% | +232.3% |
| 5Y | +191.1% | +268.2% | -77.1% | +151.1% |
| 10Y | +322.3% | +82.3% | +239.9% | +266.0% |
| All | +428.3% | +164.4% | +263.9% | +361.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling