-0.4%
PL vs BN
-3.9%
+3.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.1% | -12.4% | -9.0% |
| 7D | -11.7% | +12.0% | -23.7% | -16.9% |
| 30D | -27.1% | +17.0% | -44.2% | -33.1% |
| 3M | -44.6% | -3.2% | -41.4% | -43.7% |
| 6M | -67.2% | -3.9% | -63.3% | -66.3% |
| YTD | -35.9% | -5.6% | -30.3% | -33.9% |
| 1Y | -0.4% | -4.7% | +4.3% | -2.1% |
| All | -0.4% | -3.9% | +3.5% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling