+78.7%
PR vs BAH
+211.3%
-132.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.4% |
| 30D | -4.6% | +18.0% | -22.6% | -6.0% |
| 3M | +4.7% | +11.4% | -6.7% | +3.6% |
| 6M | +12.4% | +17.7% | -5.2% | +10.6% |
| YTD | +62.9% | +5.4% | +57.5% | +61.1% |
| 1Y | +70.6% | +2.8% | +67.8% | +69.0% |
| 3Y | +90.0% | -26.7% | +116.7% | +91.3% |
| 5Y | +255.5% | +8.1% | +247.5% | +246.9% |
| 10Y | +78.7% | +202.5% | -123.8% | +78.5% |
| All | +78.7% | +211.3% | -132.6% | +78.5% |
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