+171.5%
BP vs PR
+160.5%
+11.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -6.5% | +2.4% | -2.8% |
| 7D | -8.4% | -12.1% | +3.7% | -6.0% |
| 30D | +2.2% | +0.9% | +1.3% | +2.1% |
| 3M | +8.8% | +10.1% | -1.3% | +6.8% |
| 6M | -0.5% | +1.1% | -1.6% | -0.6% |
| YTD | +36.2% | +63.7% | -27.5% | +24.0% |
| 1Y | +36.6% | +87.0% | -50.5% | +21.1% |
| 3Y | +48.1% | +70.7% | -22.7% | +32.4% |
| 5Y | +114.3% | +246.8% | -132.5% | +64.4% |
| 10Y | +139.2% | +72.6% | +66.6% | +71.4% |
| All | +171.5% | +160.5% | +11.1% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling