+83.0%
PL vs BN
+72.8%
+10.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | -9.3% | -2.5% | -6.8% | -7.4% |
| 30D | -18.9% | -9.5% | -9.4% | -11.7% |
| 3M | -58.4% | -10.4% | -48.0% | -54.3% |
| 6M | -30.3% | -6.4% | -24.0% | -26.9% |
| YTD | -8.1% | -11.9% | +3.8% | +0.7% |
| 1Y | +180.5% | -8.6% | +189.1% | +196.6% |
| 3Y | +444.1% | +77.6% | +366.6% | +247.5% |
| 5Y | +83.0% | +37.0% | +46.0% | +42.7% |
| All | +83.0% | +72.8% | +10.2% | +42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling