+264.4%
PL vs BIYA
-99.9%
+364.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +10.0% | +9.0% | +1.0% | +9.8% |
| 30D | -2.3% | -12.9% | +10.7% | -2.0% |
| 3M | -44.2% | -54.7% | +10.5% | -43.5% |
| 6M | -66.1% | -85.1% | +19.0% | -66.2% |
| YTD | -30.0% | -96.9% | +66.9% | -27.9% |
| 1Y | +21.0% | -98.5% | +119.6% | +27.6% |
| All | +264.4% | -99.9% | +364.3% | +305.5% |
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