+611.7%
COST vs PR
+169.5%
+442.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | -3.1% | +2.9% | -6.1% | -3.2% |
| 30D | -2.8% | +18.0% | -20.8% | -3.1% |
| 3M | -5.7% | +16.9% | -22.5% | -5.9% |
| 6M | -8.8% | +28.2% | -37.0% | -9.2% |
| YTD | +6.7% | +69.3% | -62.7% | +5.7% |
| 1Y | -3.6% | +69.5% | -73.1% | -4.5% |
| 3Y | +75.1% | +81.7% | -6.6% | +72.8% |
| 5Y | +108.9% | +422.2% | -313.3% | +104.1% |
| 10Y | +586.2% | +110.4% | +475.8% | +684.4% |
| All | +611.7% | +169.5% | +442.2% | +693.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling