+21.1%
PL vs BUD
+48.8%
-27.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.5% | +11.8% | +10.8% |
| 7D | -6.8% | +4.5% | -11.3% | -8.5% |
| 30D | -29.3% | +12.5% | -41.8% | -32.7% |
| 3M | -44.8% | 0.0% | -44.8% | -45.2% |
| 6M | -68.4% | +3.8% | -72.2% | -69.3% |
| YTD | -36.4% | +33.1% | -69.4% | -45.1% |
| 1Y | +0.7% | +35.5% | -34.8% | -14.0% |
| 3Y | +455.3% | +49.4% | +405.9% | +337.8% |
| All | +21.1% | +48.8% | -27.7% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling