+82.2%
PR vs BAH
+199.5%
-117.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +6.7% | -2.6% | +9.3% | +6.9% |
| 30D | -6.1% | +20.4% | -26.5% | -7.6% |
| 3M | +6.9% | +11.9% | -5.0% | +5.7% |
| 6M | +14.6% | +17.1% | -2.5% | +12.8% |
| YTD | +66.1% | +5.5% | +60.6% | +64.3% |
| 1Y | +77.0% | +5.6% | +71.4% | +75.0% |
| 3Y | +93.8% | -26.5% | +120.4% | +95.1% |
| 5Y | +268.2% | +6.5% | +261.8% | +258.6% |
| All | +82.2% | +199.5% | -117.3% | +80.7% |
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