+142.2%
BP vs P
+652.0%
-509.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +3.8% | +11.6% | -7.8% | +2.2% |
| 30D | -5.3% | -23.7% | +18.4% | -2.2% |
| 3M | +9.3% | -8.0% | +17.2% | +9.1% |
| 6M | +7.2% | +27.9% | -20.7% | +0.7% |
| YTD | +38.0% | +61.2% | -23.1% | +23.9% |
| 1Y | +33.2% | +28.6% | +4.6% | +22.4% |
| 3Y | +50.3% | +200.5% | -150.2% | +10.8% |
| 5Y | +114.1% | +282.9% | -168.9% | +44.3% |
| All | +142.2% | +652.0% | -509.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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