+79.3%
PR vs BB
+38.2%
+41.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | -5.6% | +8.5% | +3.3% |
| 30D | +18.0% | -11.8% | +29.8% | +18.9% |
| 3M | +16.9% | -25.5% | +42.4% | +18.5% |
| 6M | +28.2% | +121.3% | -93.1% | +16.9% |
| YTD | +69.3% | +103.2% | -33.8% | +55.6% |
| 1Y | +69.5% | +102.6% | -33.1% | +54.7% |
| All | +79.3% | +38.2% | +41.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling