+408.2%
ALL vs PR
+160.5%
+247.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.4% | +3.3% |
| 7D | +7.5% | -12.1% | +19.6% | +8.3% |
| 30D | +19.7% | +0.9% | +18.8% | +19.6% |
| 3M | +2.9% | +10.1% | -7.2% | +2.2% |
| 6M | +23.5% | +1.1% | +22.4% | +23.2% |
| YTD | +31.1% | +63.7% | -32.5% | +27.0% |
| 1Y | +40.5% | +87.0% | -46.6% | +34.9% |
| 3Y | +117.1% | +70.7% | +46.4% | +108.1% |
| 5Y | +158.6% | +246.8% | -88.2% | +135.0% |
| 10Y | +402.4% | +72.6% | +329.8% | +357.4% |
| All | +408.2% | +160.5% | +247.7% | +362.2% |
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 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