+128.6%
BP vs PR
+433.6%
-305.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | +3.9% | +2.9% | +1.0% | +2.8% |
| 30D | +7.6% | +18.0% | -10.4% | +1.0% |
| 3M | +0.7% | +16.9% | -16.2% | -5.1% |
| 6M | +15.5% | +28.2% | -12.7% | +5.2% |
| YTD | +30.8% | +69.3% | -38.5% | +7.7% |
| 1Y | +34.3% | +69.5% | -35.2% | +10.2% |
| 3Y | +35.1% | +81.7% | -46.6% | +5.3% |
| All | +128.6% | +433.6% | -305.0% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling