+109.4%
C vs PR
+225.6%
-116.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.9% | -0.2% | -4.1% |
| 7D | -5.3% | -16.5% | +11.2% | -1.9% |
| 30D | -7.3% | -4.5% | -2.8% | -6.7% |
| 3M | -13.5% | +8.5% | -22.0% | -15.5% |
| 6M | -6.5% | -3.3% | -3.2% | -6.8% |
| YTD | +3.6% | +55.7% | -52.1% | -8.2% |
| 1Y | +18.9% | +82.0% | -63.2% | +1.3% |
| 3Y | +205.0% | +62.5% | +142.5% | +161.4% |
| 5Y | +109.4% | +223.9% | -114.6% | +47.6% |
| All | +109.4% | +225.6% | -116.3% | +47.6% |
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