+147.8%
PR vs BAH
+282.1%
-134.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.0% | -4.9% |
| 7D | -16.5% | +6.0% | -22.6% | -16.9% |
| 30D | -4.5% | +31.1% | -35.6% | -6.5% |
| 3M | +8.5% | +25.2% | -16.6% | +6.6% |
| 6M | -3.3% | +18.9% | -22.2% | -4.9% |
| YTD | +55.7% | +8.3% | +47.4% | +53.9% |
| 1Y | +82.0% | +6.2% | +75.9% | +80.1% |
| 3Y | +62.5% | -22.8% | +85.2% | +62.9% |
| 5Y | +223.9% | +13.6% | +210.3% | +217.5% |
| 10Y | +64.2% | +240.2% | -176.0% | +71.0% |
| All | +147.8% | +282.1% | -134.3% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling