+21.1%
PL vs BAH
+8.3%
+12.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -4.4% | +14.8% | +11.4% |
| 7D | -6.8% | -3.5% | -3.3% | -6.2% |
| 30D | -29.3% | +24.3% | -53.5% | -33.6% |
| 3M | -44.8% | +16.3% | -61.1% | -47.4% |
| 6M | -68.4% | +13.6% | -82.0% | -69.9% |
| YTD | -36.4% | +3.5% | -39.9% | -37.8% |
| 1Y | +0.7% | +2.7% | -2.0% | -1.3% |
| 3Y | +455.3% | -26.6% | +481.9% | +458.2% |
| All | +21.1% | +8.3% | +12.9% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling