+169.5%
PR vs BN
+286.9%
-117.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +2.9% | -2.5% | +5.4% | +4.2% |
| 30D | +18.0% | -9.5% | +27.5% | +24.4% |
| 3M | +16.9% | -10.4% | +27.2% | +23.1% |
| 6M | +28.2% | -6.4% | +34.6% | +29.1% |
| YTD | +69.3% | -11.9% | +81.2% | +74.9% |
| 1Y | +69.5% | -8.6% | +78.1% | +69.7% |
| 3Y | +81.7% | +77.6% | +4.1% | +16.8% |
| 5Y | +422.2% | +37.0% | +385.2% | +291.9% |
| 10Y | +110.4% | +266.4% | -156.0% | +43.4% |
| All | +169.5% | +286.9% | -117.4% | +83.6% |
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