+71.2%
PR vs BIYA
-99.9%
+171.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.7% |
| 7D | -0.5% | +2.5% | -3.0% | -0.5% |
| 30D | -4.6% | -22.3% | +17.7% | -4.4% |
| 3M | +4.7% | -54.8% | +59.5% | +5.2% |
| 6M | +12.4% | -86.5% | +98.9% | +12.2% |
| YTD | +62.9% | -96.8% | +159.7% | +66.0% |
| 1Y | +70.6% | -98.6% | +169.2% | +80.6% |
| All | +71.2% | -99.9% | +171.1% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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