+17.1%
COST vs PR
+66.2%
-49.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +2.5% | -12.4% | +14.8% | +2.1% |
| 30D | +12.8% | -6.6% | +19.3% | +12.3% |
| 3M | +12.7% | +7.5% | +5.2% | +11.8% |
| 6M | +6.0% | +10.8% | -4.8% | +5.0% |
| YTD | +24.4% | +57.0% | -32.7% | +24.5% |
| All | +17.1% | +66.2% | -49.0% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling