+70.3%
PR vs BN
+280.2%
-209.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.7% |
| 7D | -9.5% | +4.3% | -13.8% | -12.0% |
| 30D | -5.7% | +14.3% | -20.0% | -13.4% |
| 3M | +3.0% | -4.1% | +7.1% | +4.0% |
| 6M | +11.8% | -9.7% | +21.5% | +15.5% |
| YTD | +58.5% | -7.1% | +65.6% | +57.3% |
| 1Y | +69.9% | -7.4% | +77.3% | +68.3% |
| 3Y | +84.9% | +102.3% | -17.4% | +7.7% |
| 5Y | +246.4% | +35.9% | +210.5% | +156.4% |
| 10Y | +70.3% | +289.2% | -218.9% | +6.2% |
| All | +70.3% | +280.2% | -209.9% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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