+59.4%
BE vs PR
+76.2%
-16.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -3.8% |
| 7D | +20.5% | +6.7% | +13.8% | +19.9% |
| 30D | -23.4% | -6.1% | -17.2% | -23.3% |
| 3M | -14.9% | +6.9% | -21.7% | -15.8% |
| 6M | -28.1% | +14.6% | -42.7% | -29.2% |
| YTD | +132.4% | +66.1% | +66.3% | +98.5% |
| 1Y | +59.4% | +77.0% | -17.7% | +31.7% |
| All | +59.4% | +76.2% | -16.9% | +31.7% |
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