+415.3%
PR vs BBWI
-66.0%
+481.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.2% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +18.0% | -5.2% | +23.2% | +18.8% |
| 3M | +16.9% | +11.1% | +5.8% | +12.6% |
| 6M | +28.2% | -13.4% | +41.6% | +29.1% |
| YTD | +69.3% | +0.1% | +69.2% | +63.0% |
| 1Y | +69.5% | -36.1% | +105.6% | +82.5% |
| 3Y | +81.7% | -44.1% | +125.8% | +93.1% |
| All | +415.3% | -66.0% | +481.3% | +586.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling