+6.9%
AMZN vs PR
+73.4%
-66.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -1.2% |
| 7D | +0.1% | -0.5% | +0.5% | 0.0% |
| 30D | +2.6% | -4.6% | +7.2% | +1.8% |
| 3M | -2.2% | +4.7% | -6.9% | -1.4% |
| 6M | -1.0% | +12.4% | -13.5% | +1.7% |
| YTD | +15.3% | +62.9% | -47.5% | +23.6% |
| 1Y | +6.9% | +70.6% | -63.7% | +13.0% |
| All | +6.9% | +73.4% | -66.5% | +13.0% |
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