+61.0%
AA vs PR
+76.5%
-15.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -2.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.9% |
| 30D | +5.0% | +18.0% | -13.1% | +3.9% |
| 3M | -35.8% | +16.9% | -52.7% | -36.5% |
| 6M | -18.4% | +28.2% | -46.6% | -20.7% |
| YTD | -5.5% | +69.3% | -74.8% | -10.1% |
| 1Y | +61.0% | +69.5% | -8.5% | +40.7% |
| All | +61.0% | +76.5% | -15.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling