+73.9%
PR vs BBWI
-45.1%
+119.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -9.5% | -4.2% | -5.3% | -8.6% |
| 30D | -5.7% | +24.9% | -30.5% | -11.3% |
| 3M | +3.0% | +13.2% | -10.2% | -1.7% |
| 6M | +11.8% | +12.1% | -0.3% | +5.1% |
| YTD | +58.5% | +11.1% | +47.4% | +46.1% |
| 1Y | +69.9% | +0.7% | +69.2% | +58.4% |
| 3Y | +84.9% | -23.8% | +108.7% | +77.7% |
| 5Y | +246.4% | -66.9% | +313.4% | +306.4% |
| All | +73.9% | -45.1% | +119.1% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling