+11.1%
PL vs BUD
+50.9%
-39.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.8% | -11.9% | -10.7% |
| 7D | -20.5% | +7.1% | -27.7% | -22.5% |
| 30D | -38.8% | +12.7% | -51.4% | -41.6% |
| 3M | -49.1% | 0.0% | -49.2% | -49.4% |
| 6M | -69.4% | +7.6% | -77.0% | -70.6% |
| YTD | -42.3% | +35.0% | -77.4% | -50.4% |
| 1Y | -14.2% | +37.6% | -51.7% | -27.0% |
| 3Y | +398.7% | +51.5% | +347.2% | +291.8% |
| 5Y | +11.1% | +50.2% | -39.1% | -18.7% |
| All | +11.1% | +50.9% | -39.7% | -18.7% |
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