+107.3%
PR vs BB
-0.4%
+107.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -5.6% | +8.5% | +4.2% |
| 30D | +18.0% | -11.8% | +29.8% | +20.9% |
| 3M | +16.9% | -25.5% | +42.4% | +22.2% |
| 6M | +28.2% | +121.3% | -93.1% | +1.7% |
| YTD | +69.3% | +103.2% | -33.8% | +36.8% |
| 1Y | +69.5% | +102.6% | -33.1% | +35.2% |
| 3Y | +81.7% | +37.5% | +44.2% | +47.7% |
| 5Y | +422.2% | -30.4% | +452.7% | +385.8% |
| All | +107.3% | -0.4% | +107.7% | +28.4% |
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