+7.3%
PL vs BUD
+37.1%
-29.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.3% | +13.2% | +14.9% |
| 7D | +10.9% | +1.3% | +9.5% | +11.6% |
| 30D | -16.4% | +10.0% | -26.4% | -14.3% |
| 3M | -39.9% | +1.6% | -41.5% | -39.3% |
| 6M | -63.2% | +6.5% | -69.7% | -62.7% |
| YTD | -27.1% | +34.8% | -62.0% | -25.0% |
| All | +7.3% | +37.1% | -29.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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