+94.9%
PR vs BB
+147.9%
-53.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.4% |
| 7D | +6.0% | +1.8% | +4.1% | +5.8% |
| 30D | -4.2% | +8.1% | -12.3% | -4.9% |
| 3M | +10.0% | -1.0% | +11.0% | +9.6% |
| 6M | +15.6% | +45.9% | -30.3% | +10.1% |
| YTD | +68.2% | +134.8% | -66.6% | +51.4% |
| 1Y | +79.2% | +104.6% | -25.4% | +63.6% |
| 3Y | +94.9% | +152.8% | -57.9% | +59.1% |
| All | +94.9% | +147.9% | -53.0% | +59.1% |
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 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