+231.1%
PL vs BIYA
-99.9%
+331.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.9% | +9.5% | +10.4% |
| 7D | -6.8% | -10.5% | +3.7% | -6.6% |
| 30D | -29.3% | -51.7% | +22.4% | -28.3% |
| 3M | -44.8% | -60.8% | +16.0% | -43.9% |
| 6M | -68.4% | -90.6% | +22.2% | -68.3% |
| YTD | -36.4% | -97.1% | +60.8% | -34.3% |
| 1Y | +0.7% | -99.1% | +99.8% | +7.8% |
| All | +231.1% | -99.9% | +331.0% | +269.2% |
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