+1,616.9%
BE vs PR
+64.2%
+1,552.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.0% | -10.5% | -12.6% |
| 7D | -14.7% | -16.4% | +1.7% | -9.6% |
| 30D | -40.5% | -1.9% | -38.6% | -40.5% |
| 3M | -24.3% | +8.0% | -32.3% | -27.6% |
| 6M | -39.3% | +4.1% | -43.4% | -41.4% |
| YTD | +99.4% | +58.7% | +40.7% | +59.2% |
| 1Y | +26.6% | +75.8% | -49.2% | -4.1% |
| 3Y | +1,616.9% | +73.2% | +1,543.8% | +1,085.3% |
| All | +1,616.9% | +64.2% | +1,552.7% | +1,085.3% |
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