+160.5%
PR vs BN
+314.4%
-154.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.1% | -12.6% | -9.8% |
| 7D | -12.1% | +12.0% | -24.1% | -17.9% |
| 30D | +0.9% | +17.0% | -16.1% | -8.2% |
| 3M | +10.1% | -3.2% | +13.4% | +10.8% |
| 6M | +1.1% | -3.9% | +5.0% | +0.7% |
| YTD | +63.7% | -5.6% | +69.3% | +61.2% |
| 1Y | +87.0% | -4.7% | +91.8% | +82.4% |
| 3Y | +70.7% | +98.4% | -27.7% | +3.0% |
| 5Y | +246.8% | +37.8% | +209.0% | +157.7% |
| 10Y | +72.6% | +292.7% | -220.1% | +12.0% |
| All | +160.5% | +314.4% | -154.0% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling