+64.8%
BE vs PR
+73.4%
-8.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +2.8% | +10.2% | +12.7% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | -20.1% | -4.6% | -15.5% | -20.0% |
| 3M | -0.8% | +4.7% | -5.5% | -1.7% |
| 6M | -26.2% | +12.4% | -38.7% | -27.3% |
| YTD | +141.1% | +62.9% | +78.2% | +106.2% |
| 1Y | +64.8% | +70.6% | -5.7% | +26.7% |
| All | +64.8% | +73.4% | -8.5% | +26.7% |
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 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