+47.7%
CI vs PR
+225.0%
-177.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | -1.6% | -16.4% | +14.9% | -0.1% |
| 30D | +5.4% | -1.9% | +7.3% | +5.4% |
| 3M | +7.3% | +8.0% | -0.7% | +6.2% |
| 6M | +5.3% | +4.1% | +1.2% | +4.5% |
| YTD | +8.5% | +58.7% | -50.2% | +3.1% |
| 1Y | +17.1% | +75.8% | -58.7% | +10.1% |
| 3Y | +1.4% | +73.2% | -71.7% | -6.1% |
| All | +47.7% | +225.0% | -177.4% | +24.9% |
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