+44.2%
BP vs PL
+455.3%
-411.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.4% | -10.8% | -0.7% |
| 7D | -11.6% | -6.8% | -4.8% | -11.5% |
| 30D | 0.0% | -29.3% | +29.3% | +1.0% |
| 3M | +6.7% | -44.8% | +51.5% | +8.5% |
| 6M | +2.2% | -68.4% | +70.5% | +5.4% |
| YTD | +33.0% | -36.4% | +69.3% | +32.6% |
| 1Y | +30.7% | +0.7% | +30.0% | +27.4% |
| 3Y | +44.2% | +455.3% | -411.1% | +21.4% |
| All | +44.2% | +455.3% | -411.1% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling