+105.9%
BP vs PL
+11.6%
+94.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.1% | +8.1% | -1.6% |
| 7D | -11.2% | -20.5% | +9.3% | -10.4% |
| 30D | -0.7% | -38.8% | +38.1% | +1.1% |
| 3M | +9.8% | -49.1% | +58.9% | +12.5% |
| 6M | -1.6% | -69.4% | +67.8% | +2.4% |
| YTD | +33.5% | -42.3% | +75.8% | +33.9% |
| 1Y | +31.7% | -14.2% | +45.9% | +29.1% |
| 3Y | +45.1% | +398.7% | -353.5% | +23.7% |
| 5Y | +105.9% | +11.1% | +94.8% | +85.6% |
| All | +105.9% | +11.6% | +94.3% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling