+223.9%
PR vs BAH
+12.6%
+211.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.0% | -5.1% |
| 7D | -16.5% | +6.0% | -22.6% | -17.5% |
| 30D | -4.5% | +31.1% | -35.6% | -9.8% |
| 3M | +8.5% | +25.2% | -16.6% | +3.4% |
| 6M | -3.3% | +18.9% | -22.2% | -7.4% |
| YTD | +55.7% | +8.3% | +47.4% | +50.6% |
| 1Y | +82.0% | +6.2% | +75.9% | +76.7% |
| 3Y | +62.5% | -22.8% | +85.2% | +57.8% |
| 5Y | +223.9% | +13.6% | +210.3% | +143.2% |
| All | +223.9% | +12.6% | +211.3% | +143.2% |
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