+526.2%
BE vs PR
+242.3%
+284.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.5% | +0.2% | -4.1% |
| 7D | -12.1% | -12.1% | 0.0% | -8.3% |
| 30D | -30.1% | +0.9% | -31.0% | -30.7% |
| 3M | -12.1% | +10.1% | -22.3% | -16.4% |
| 6M | -30.6% | +1.1% | -31.7% | -32.3% |
| YTD | +130.6% | +63.7% | +67.0% | +86.8% |
| 1Y | +55.3% | +87.0% | -31.7% | +18.7% |
| 3Y | +1,755.6% | +70.7% | +1,684.8% | +1,331.2% |
| All | +526.2% | +242.3% | +284.0% | +247.0% |
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