+60.4%
D vs PR
+73.2%
-12.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +0.4% | +2.9% | -2.5% | +0.3% |
| 30D | -3.6% | +18.0% | -21.6% | -4.4% |
| 3M | -1.0% | +16.9% | -17.9% | -1.9% |
| 6M | +6.3% | +28.2% | -21.9% | +4.6% |
| YTD | +14.7% | +69.3% | -54.6% | +11.0% |
| 1Y | +16.9% | +69.5% | -52.6% | +13.0% |
| All | +60.4% | +73.2% | -12.7% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling