+84.0%
AUR vs PR
+82.3%
+1.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.9% |
| 7D | +8.7% | +2.9% | +5.8% | +7.4% |
| 30D | -5.2% | +18.0% | -23.3% | -11.9% |
| 3M | -7.3% | +16.9% | -24.2% | -14.0% |
| 6M | +41.2% | +28.2% | +13.0% | +22.2% |
| YTD | +65.1% | +69.3% | -4.2% | +23.1% |
| 1Y | +13.4% | +69.5% | -56.1% | -16.3% |
| All | +84.0% | +82.3% | +1.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling