+64.8%
PR vs BB
+33.0%
+31.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.5% | -2.2% |
| 7D | -12.4% | +15.0% | -27.3% | -15.2% |
| 30D | -6.6% | +3.5% | -10.0% | -8.0% |
| 3M | +7.5% | +2.7% | +4.8% | +5.2% |
| 6M | +10.8% | +44.7% | -34.0% | -2.6% |
| YTD | +57.0% | +143.3% | -86.3% | +20.2% |
| 1Y | +67.9% | +102.2% | -34.3% | +33.8% |
| 3Y | +87.6% | +156.1% | -68.5% | +29.8% |
| 5Y | +220.4% | -17.6% | +238.0% | +186.1% |
| 10Y | +64.8% | +29.0% | +35.9% | -8.1% |
| All | +64.8% | +33.0% | +31.8% | -8.1% |
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