+11.7%
PL vs BN
-9.6%
+21.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.6% |
| 7D | +22.3% | -0.3% | +22.5% | +22.6% |
| 30D | -8.3% | +13.6% | -21.9% | -14.4% |
| 3M | -43.3% | -6.7% | -36.6% | -41.2% |
| 6M | -65.8% | -9.0% | -56.9% | -64.0% |
| YTD | -29.5% | -8.8% | -20.7% | -25.8% |
| 1Y | +11.7% | -10.6% | +22.4% | +17.0% |
| All | +11.7% | -9.6% | +21.3% | +17.0% |
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