+42.5%
CI vs PR
+433.6%
-391.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | +1.3% | +2.9% | -1.6% | +1.0% |
| 30D | +4.4% | +18.0% | -13.6% | +2.8% |
| 3M | +0.7% | +16.9% | -16.2% | -1.0% |
| 6M | +0.3% | +28.2% | -27.9% | -2.4% |
| YTD | +3.8% | +69.3% | -65.5% | -1.8% |
| 1Y | -5.5% | +69.5% | -75.0% | -10.8% |
| 3Y | +8.1% | +81.7% | -73.6% | -0.3% |
| All | +42.5% | +433.6% | -391.1% | +7.8% |
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