+73.2%
PR vs BAH
-26.3%
+99.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.0% |
| 3M | +8.0% | +16.3% | -8.4% | +6.2% |
| 6M | +4.1% | +13.6% | -9.5% | +2.4% |
| YTD | +58.7% | +3.5% | +55.2% | +56.8% |
| 1Y | +75.8% | +2.7% | +73.1% | +73.8% |
| 3Y | +73.2% | -26.6% | +99.7% | +71.8% |
| All | +73.2% | -26.3% | +99.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling