-15.5%
AA vs PR
+225.6%
-241.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.9% | -0.5% | -3.2% |
| 7D | -3.7% | -16.5% | +12.9% | +3.8% |
| 30D | -10.8% | -4.5% | -6.3% | -9.5% |
| 3M | -19.1% | +8.5% | -27.6% | -22.8% |
| 6M | -38.7% | -3.3% | -35.4% | -39.0% |
| YTD | -27.1% | +55.7% | -82.8% | -42.7% |
| 1Y | +8.3% | +82.0% | -73.7% | -21.2% |
| 3Y | +49.6% | +62.5% | -12.9% | +13.0% |
| 5Y | -15.5% | +223.9% | -239.4% | -53.6% |
| All | -15.5% | +225.6% | -241.1% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling