+169.5%
PR vs BAH
+211.4%
-41.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +2.9% | -3.2% | +6.2% | +3.2% |
| 30D | +18.0% | +2.0% | +16.0% | +17.8% |
| 3M | +16.9% | -7.6% | +24.5% | +17.4% |
| 6M | +28.2% | -5.7% | +33.9% | +28.4% |
| YTD | +69.3% | -11.7% | +81.1% | +70.0% |
| 1Y | +69.5% | -27.4% | +96.9% | +72.5% |
| 3Y | +81.7% | -32.5% | +114.2% | +84.4% |
| 5Y | +422.2% | -3.3% | +425.6% | +422.5% |
| 10Y | +110.4% | +186.0% | -75.6% | +123.6% |
| All | +169.5% | +211.4% | -41.9% | +187.2% |
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 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