+69.9%
PR vs BN
+92.4%
-22.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.9% |
| 7D | -16.5% | +5.7% | -22.3% | -18.3% |
| 30D | -4.5% | +12.0% | -16.5% | -8.4% |
| 3M | +8.5% | -6.1% | +14.6% | +10.6% |
| 6M | -3.3% | -8.6% | +5.3% | -1.2% |
| YTD | +55.7% | -8.5% | +64.2% | +56.8% |
| 1Y | +82.0% | -8.4% | +90.5% | +82.5% |
| All | +69.9% | +92.4% | -22.5% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling