+73.2%
PR vs BN
+90.6%
-17.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.2% |
| 7D | -16.4% | +5.3% | -21.8% | -18.1% |
| 30D | -1.9% | +11.9% | -13.8% | -5.9% |
| 3M | +8.0% | -5.7% | +13.7% | +9.8% |
| 6M | +4.1% | -10.6% | +14.7% | +7.4% |
| YTD | +58.7% | -9.4% | +68.1% | +60.3% |
| 1Y | +75.8% | -8.8% | +84.6% | +76.3% |
| 3Y | +73.2% | +95.6% | -22.5% | +17.7% |
| All | +73.2% | +90.6% | -17.5% | +17.7% |
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