+29.2%
ALL vs PR
+78.8%
-49.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.9% | +0.4% |
| 7D | +5.0% | +6.0% | -0.9% | +5.1% |
| 30D | +13.3% | -4.2% | +17.5% | +13.2% |
| 3M | +3.2% | +10.0% | -6.8% | +3.1% |
| 6M | +25.3% | +15.6% | +9.7% | +25.1% |
| YTD | +30.5% | +68.2% | -37.7% | +33.4% |
| 1Y | +29.2% | +79.2% | -50.0% | +33.2% |
| All | +29.2% | +78.8% | -49.6% | +33.2% |
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