+105.9%
C vs PR
+225.0%
-119.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.1% |
| 7D | -2.4% | -16.4% | +14.0% | +1.0% |
| 30D | -6.0% | -1.9% | -4.1% | -5.9% |
| 3M | -10.5% | +8.0% | -18.5% | -12.5% |
| 6M | -5.7% | +4.1% | -9.8% | -7.5% |
| YTD | +4.1% | +58.7% | -54.6% | -8.1% |
| 1Y | +20.5% | +75.8% | -55.3% | +3.6% |
| 3Y | +208.1% | +73.2% | +135.0% | +160.9% |
| All | +105.9% | +225.0% | -119.1% | +44.8% |
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