+47.3%
AMZN vs PR
+433.6%
-386.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.1% |
| 7D | -3.0% | +2.9% | -5.9% | -3.4% |
| 30D | -5.2% | +18.0% | -23.2% | -7.7% |
| 3M | +1.9% | +16.9% | -15.0% | -0.9% |
| 6M | +19.2% | +28.2% | -9.0% | +13.7% |
| YTD | +12.0% | +69.3% | -57.3% | +1.4% |
| 1Y | +9.7% | +69.5% | -59.8% | -1.0% |
| 3Y | +87.2% | +81.7% | +5.5% | +64.0% |
| All | +47.3% | +433.6% | -386.3% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling