+44.1%
PL vs BAH
+16.2%
+27.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +5.6% | +0.5% | +5.2% | +5.3% |
| 30D | -16.9% | +18.2% | -35.2% | -20.7% |
| 3M | -38.2% | +13.1% | -51.3% | -40.5% |
| 6M | -63.4% | +15.2% | -78.6% | -65.2% |
| YTD | -27.6% | +6.0% | -33.6% | -29.6% |
| 1Y | +6.6% | +3.1% | +3.5% | +4.5% |
| 3Y | +557.6% | -26.2% | +583.8% | +566.9% |
| 5Y | +39.5% | +9.3% | +30.2% | +18.6% |
| All | +44.1% | +16.2% | +27.9% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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