+105.9%
BP vs PR
+225.6%
-119.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.9% | -0.1% |
| 7D | -11.2% | -16.5% | +5.3% | -4.7% |
| 30D | -0.7% | -4.5% | +3.8% | +1.2% |
| 3M | +9.8% | +8.5% | +1.3% | +6.4% |
| 6M | -1.6% | -3.3% | +1.8% | -0.4% |
| YTD | +33.5% | +55.7% | -22.2% | +13.2% |
| 1Y | +31.7% | +82.0% | -50.3% | +5.5% |
| 3Y | +45.1% | +62.5% | -17.3% | +17.9% |
| 5Y | +105.9% | +223.9% | -118.0% | +24.1% |
| All | +105.9% | +225.6% | -119.7% | +24.1% |
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