+267.7%
PR vs BB
-17.6%
+285.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.5% |
| 7D | +6.0% | +1.8% | +4.1% | +5.7% |
| 30D | -4.2% | +8.1% | -12.3% | -5.5% |
| 3M | +10.0% | -1.0% | +11.0% | +9.2% |
| 6M | +15.6% | +45.9% | -30.3% | +6.6% |
| YTD | +68.2% | +134.8% | -66.6% | +42.3% |
| 1Y | +79.2% | +104.6% | -25.4% | +54.7% |
| 3Y | +94.9% | +152.8% | -57.9% | +53.5% |
| All | +267.7% | -17.6% | +285.2% | +344.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling