+147.8%
PR vs BB
+17.7%
+130.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.5% | -0.4% | -3.9% |
| 7D | -16.5% | -8.9% | -7.6% | -15.1% |
| 30D | -4.5% | -12.6% | +8.1% | -2.5% |
| 3M | +8.5% | -4.1% | +12.7% | +7.9% |
| 6M | -3.3% | +49.5% | -52.8% | -15.8% |
| YTD | +55.7% | +120.8% | -65.1% | +22.2% |
| 1Y | +82.0% | +76.2% | +5.8% | +50.0% |
| 3Y | +62.5% | +123.8% | -61.3% | +16.6% |
| 5Y | +223.9% | -24.3% | +248.2% | +194.6% |
| 10Y | +64.2% | +20.1% | +44.1% | -0.7% |
| All | +147.8% | +17.7% | +130.1% | +48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling