+63.7%
PR vs BIYA
-99.9%
+163.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.6% | +2.7% | -4.8% |
| 7D | -16.5% | -10.6% | -6.0% | -16.5% |
| 30D | -4.5% | -19.4% | +14.9% | -4.6% |
| 3M | +8.5% | -61.5% | +70.1% | +9.2% |
| 6M | -3.3% | -91.5% | +88.2% | -2.3% |
| YTD | +55.7% | -97.2% | +152.9% | +58.9% |
| 1Y | +82.0% | -98.4% | +180.5% | +88.5% |
| All | +63.7% | -99.9% | +163.6% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling