+290.4%
P vs BN
+36.7%
+253.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.0% |
| 7D | +17.8% | -0.3% | +18.1% | +18.0% |
| 30D | -29.9% | +13.6% | -43.4% | -35.8% |
| 3M | -1.2% | -6.7% | +5.5% | +2.5% |
| 6M | +32.1% | -9.0% | +41.1% | +38.4% |
| YTD | +64.3% | -8.8% | +73.1% | +70.6% |
| 1Y | +24.3% | -10.6% | +34.9% | +30.7% |
| 3Y | +203.2% | +98.8% | +104.5% | +95.5% |
| 5Y | +290.4% | +33.6% | +256.8% | +237.2% |
| All | +290.4% | +36.7% | +253.8% | +237.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling