+169.5%
PR vs BBWI
-57.9%
+227.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.3% |
| 7D | +2.9% | +1.5% | +1.4% | +2.5% |
| 30D | +18.0% | -5.2% | +23.2% | +18.9% |
| 3M | +16.9% | +11.1% | +5.8% | +11.8% |
| 6M | +28.2% | -13.4% | +41.6% | +28.5% |
| YTD | +69.3% | +0.1% | +69.2% | +61.9% |
| 1Y | +69.5% | -36.1% | +105.6% | +80.9% |
| 3Y | +81.7% | -44.1% | +125.8% | +91.6% |
| 5Y | +422.2% | -66.2% | +488.5% | +510.5% |
| 10Y | +110.4% | -54.8% | +165.1% | +78.5% |
| All | +169.5% | -57.9% | +227.3% | +130.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling