+1,285.9%
AAPL vs PR
+147.8%
+1,138.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.3% | -1.3% |
| 7D | -1.4% | -16.5% | +15.2% | -0.4% |
| 30D | +3.2% | -4.5% | +7.7% | +3.4% |
| 3M | +10.8% | +8.5% | +2.2% | +10.1% |
| 6M | +21.3% | -3.3% | +24.7% | +21.2% |
| YTD | +26.9% | +55.7% | -28.8% | +23.3% |
| 1Y | +27.9% | +82.0% | -54.2% | +23.0% |
| 3Y | +97.5% | +62.5% | +35.0% | +90.0% |
| 5Y | +132.9% | +223.9% | -91.0% | +114.7% |
| 10Y | +1,275.7% | +64.2% | +1,211.5% | +1,384.3% |
| All | +1,285.9% | +147.8% | +1,138.1% | +1,355.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling