+147.8%
PR vs BBWI
-52.3%
+200.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.2% | +1.3% | -3.3% |
| 7D | -16.5% | -3.1% | -13.5% | -16.0% |
| 30D | -4.5% | +23.1% | -27.7% | -9.8% |
| 3M | +8.5% | +7.3% | +1.2% | +5.1% |
| 6M | -3.3% | +22.6% | -25.9% | -11.2% |
| YTD | +55.7% | +13.3% | +42.4% | +43.1% |
| 1Y | +82.0% | -2.6% | +84.6% | +71.6% |
| 3Y | +62.5% | -25.9% | +88.4% | +57.9% |
| 5Y | +223.9% | -66.7% | +290.6% | +278.6% |
| 10Y | +64.2% | -41.6% | +105.8% | +32.9% |
| All | +147.8% | -52.3% | +200.1% | +103.4% |
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