+65.2%
PR vs BB
+23.8%
+41.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +1.0% |
| 7D | -16.4% | +3.8% | -20.2% | -17.2% |
| 30D | -1.9% | -0.3% | -1.6% | -2.6% |
| 3M | +8.0% | -0.5% | +8.4% | +6.4% |
| 6M | +4.1% | +45.9% | -41.8% | -8.8% |
| YTD | +58.7% | +130.6% | -71.9% | +23.0% |
| 1Y | +75.8% | +89.2% | -13.3% | +42.2% |
| 3Y | +73.2% | +137.5% | -64.3% | +21.9% |
| 5Y | +230.1% | -20.9% | +251.0% | +197.3% |
| All | +65.2% | +23.8% | +41.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling