+911.5%
BE vs PR
+54.2%
+857.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.6% | +9.0% | +7.8% |
| 7D | +20.0% | +2.9% | +17.1% | +19.0% |
| 30D | +7.9% | +18.0% | -10.1% | +3.1% |
| 3M | -13.2% | +16.9% | -30.1% | -17.3% |
| 6M | +53.5% | +28.2% | +25.3% | +42.4% |
| YTD | +191.0% | +69.3% | +121.7% | +151.5% |
| 1Y | +360.5% | +69.5% | +291.0% | +295.7% |
| 3Y | +1,568.0% | +81.7% | +1,486.3% | +1,294.7% |
| 5Y | +1,055.2% | +422.2% | +632.9% | +617.6% |
| All | +911.5% | +54.2% | +857.3% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling