+31.0%
PL vs BB
-17.6%
+48.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.6% |
| 7D | +10.0% | +1.8% | +8.2% | +9.3% |
| 30D | -2.3% | +8.1% | -10.4% | -6.4% |
| 3M | -44.2% | -1.0% | -43.2% | -44.5% |
| 6M | -66.1% | +45.9% | -112.0% | -72.7% |
| YTD | -30.0% | +134.8% | -164.8% | -56.3% |
| 1Y | +21.0% | +104.6% | -83.6% | -20.1% |
| 3Y | +516.5% | +152.8% | +363.7% | +231.4% |
| All | +31.0% | -17.6% | +48.6% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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