+143.9%
BP vs PL
+40.9%
+103.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +3.8% | +10.0% | -6.2% | +3.4% |
| 30D | -5.3% | -2.3% | -3.0% | -5.3% |
| 3M | +9.3% | -44.2% | +53.5% | +11.5% |
| 6M | +7.2% | -66.1% | +73.3% | +11.2% |
| YTD | +38.0% | -30.0% | +68.0% | +37.3% |
| 1Y | +33.2% | +21.0% | +12.2% | +28.6% |
| 3Y | +50.3% | +516.5% | -466.2% | +27.1% |
| 5Y | +114.1% | +32.0% | +82.1% | +91.1% |
| All | +143.9% | +40.9% | +103.0% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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