+78.7%
PR vs BN
+281.2%
-202.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.5% | +3.2% |
| 7D | -0.5% | -2.4% | +1.9% | +0.8% |
| 30D | -4.6% | +13.5% | -18.1% | -12.1% |
| 3M | +4.7% | -5.9% | +10.6% | +6.9% |
| 6M | +12.4% | -8.9% | +21.4% | +15.6% |
| YTD | +62.9% | -7.9% | +70.7% | +62.3% |
| 1Y | +70.6% | -8.3% | +78.9% | +69.8% |
| 3Y | +90.0% | +100.8% | -10.8% | +11.1% |
| 5Y | +255.5% | +38.2% | +217.3% | +160.2% |
| 10Y | +78.7% | +302.3% | -223.6% | +18.4% |
| All | +78.7% | +281.2% | -202.5% | +18.4% |
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