+532.6%
PR vs BBAI
-70.8%
+603.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.6% |
| 7D | +2.9% | -4.3% | +7.2% | +3.0% |
| 30D | +18.0% | -3.6% | +21.7% | +18.1% |
| 3M | +16.9% | -38.8% | +55.6% | +18.2% |
| 6M | +28.2% | -23.8% | +52.0% | +28.7% |
| YTD | +69.3% | -45.9% | +115.3% | +71.2% |
| 1Y | +69.5% | -40.8% | +110.3% | +70.3% |
| 3Y | +81.7% | +69.8% | +11.9% | +72.6% |
| 5Y | +422.2% | -70.3% | +492.6% | +430.1% |
| All | +532.6% | -70.8% | +603.4% | +553.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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