+78.7%
PR vs BBWI
-45.0%
+123.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.4% | +2.7% |
| 7D | -0.5% | -7.7% | +7.2% | +1.5% |
| 30D | -4.6% | +24.8% | -29.4% | -10.3% |
| 3M | +4.7% | +16.2% | -11.5% | -0.7% |
| 6M | +12.4% | +15.8% | -3.4% | +4.8% |
| YTD | +62.9% | +11.4% | +51.4% | +50.0% |
| 1Y | +70.6% | +3.2% | +67.4% | +57.9% |
| 3Y | +90.0% | -23.5% | +113.5% | +82.5% |
| 5Y | +255.5% | -67.4% | +322.9% | +319.0% |
| 10Y | +78.7% | -46.0% | +124.7% | +44.6% |
| All | +78.7% | -45.0% | +123.7% | +44.6% |
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