+278.4%
PL vs BIYA
-99.9%
+378.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.4% |
| 7D | +13.4% | +2.5% | +10.8% | +13.3% |
| 30D | -10.2% | -22.3% | +12.1% | -9.7% |
| 3M | -39.5% | -54.8% | +15.3% | -38.7% |
| 6M | -65.7% | -86.5% | +20.7% | -65.8% |
| YTD | -27.3% | -96.8% | +69.6% | -25.1% |
| 1Y | +15.0% | -98.6% | +113.6% | +21.6% |
| All | +278.4% | -99.9% | +378.2% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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