+415.3%
PR vs BAH
-3.4%
+418.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.3% |
| 7D | +2.9% | -3.2% | +6.2% | +3.6% |
| 30D | +18.0% | +2.0% | +16.0% | +17.4% |
| 3M | +16.9% | -7.6% | +24.5% | +18.4% |
| 6M | +28.2% | -5.7% | +33.9% | +28.8% |
| YTD | +69.3% | -11.7% | +81.1% | +71.1% |
| 1Y | +69.5% | -27.4% | +96.9% | +79.4% |
| 3Y | +81.7% | -32.5% | +114.2% | +78.4% |
| All | +415.3% | -3.4% | +418.7% | +312.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling