+652.6%
P vs BN
+280.2%
+372.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | 0.0% |
| 7D | -13.3% | +4.3% | -17.6% | -15.6% |
| 30D | -34.0% | +14.3% | -48.3% | -39.9% |
| 3M | +4.1% | -4.1% | +8.2% | +6.1% |
| 6M | +30.5% | -9.7% | +40.1% | +37.2% |
| YTD | +52.2% | -7.1% | +59.3% | +56.2% |
| 1Y | +10.3% | -7.4% | +17.7% | +13.3% |
| 3Y | +180.9% | +102.3% | +78.5% | +75.1% |
| 5Y | +259.7% | +35.9% | +223.8% | +181.2% |
| 10Y | +652.6% | +289.2% | +363.4% | +205.3% |
| All | +652.6% | +280.2% | +372.4% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling