+15.2%
D vs PR
+225.0%
-209.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.6% |
| 7D | +3.0% | -16.4% | +19.4% | +3.8% |
| 30D | +11.5% | -1.9% | +13.4% | +11.5% |
| 3M | +3.7% | +8.0% | -4.2% | +3.2% |
| 6M | +13.5% | +4.1% | +9.4% | +13.1% |
| YTD | +20.7% | +58.7% | -38.0% | +17.5% |
| 1Y | +18.2% | +75.8% | -57.6% | +14.5% |
| 3Y | +73.3% | +73.2% | +0.2% | +66.1% |
| All | +15.2% | +225.0% | -209.8% | +8.1% |
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