+403.8%
ALL vs PR
+147.8%
+256.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.6% |
| 7D | +4.2% | -16.5% | +20.8% | +5.3% |
| 30D | +18.9% | -4.5% | +23.4% | +19.2% |
| 3M | +1.2% | +8.5% | -7.3% | +0.6% |
| 6M | +23.2% | -3.3% | +26.5% | +23.2% |
| YTD | +30.0% | +55.7% | -25.7% | +26.2% |
| 1Y | +39.6% | +82.0% | -42.4% | +34.3% |
| 3Y | +115.2% | +62.5% | +52.8% | +106.8% |
| 5Y | +156.2% | +223.9% | -67.7% | +133.7% |
| 10Y | +398.0% | +64.2% | +333.8% | +354.7% |
| All | +403.8% | +147.8% | +256.0% | +359.4% |
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