+9.0%
AMZN vs PR
+67.7%
-58.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.6% |
| 7D | +8.0% | -9.5% | +17.5% | +6.1% |
| 30D | +3.2% | -5.7% | +8.9% | +2.1% |
| 3M | -2.6% | +3.0% | -5.6% | -2.1% |
| 6M | -0.7% | +11.8% | -12.5% | +1.9% |
| YTD | +17.4% | +58.5% | -41.1% | +24.8% |
| 1Y | +9.0% | +69.9% | -60.8% | +14.4% |
| All | +9.0% | +67.7% | -58.7% | +14.4% |
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 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