+65.2%
PR vs BAH
+220.7%
-155.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.4% | +6.4% | +2.3% |
| 7D | -16.4% | -3.5% | -12.9% | -16.2% |
| 30D | -1.9% | +24.3% | -26.1% | -3.7% |
| 3M | +8.0% | +16.3% | -8.4% | +6.5% |
| 6M | +4.1% | +13.6% | -9.5% | +2.7% |
| YTD | +58.7% | +3.5% | +55.2% | +57.2% |
| 1Y | +75.8% | +2.7% | +73.1% | +74.3% |
| 3Y | +73.2% | -26.6% | +99.7% | +74.3% |
| 5Y | +230.1% | +8.5% | +221.6% | +223.5% |
| All | +65.2% | +220.7% | -155.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling