+21.1%
PL vs BB
-20.8%
+42.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.4% | +6.0% | +8.1% |
| 7D | -6.8% | +3.8% | -10.6% | -8.6% |
| 30D | -29.3% | -0.3% | -29.0% | -29.5% |
| 3M | -44.8% | -0.5% | -44.3% | -45.4% |
| 6M | -68.4% | +45.9% | -114.3% | -74.6% |
| YTD | -36.4% | +130.6% | -167.0% | -60.0% |
| 1Y | +0.7% | +89.2% | -88.5% | -30.8% |
| 3Y | +455.3% | +137.5% | +317.8% | +208.2% |
| All | +21.1% | -20.8% | +42.0% | +30.9% |
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