+200.0%
PL vs BIYA
-99.9%
+299.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.6% | -2.6% | -10.0% |
| 7D | -20.5% | -10.6% | -10.0% | -20.4% |
| 30D | -38.8% | -19.4% | -19.4% | -38.7% |
| 3M | -49.1% | -61.5% | +12.4% | -48.3% |
| 6M | -69.4% | -91.5% | +22.2% | -69.2% |
| YTD | -42.3% | -97.2% | +54.8% | -40.5% |
| 1Y | -14.2% | -98.4% | +84.2% | -11.2% |
| All | +200.0% | -99.9% | +299.9% | +234.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling