+50.1%
D vs PR
+160.5%
-110.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -6.5% | +11.0% | +4.3% |
| 7D | +8.5% | -12.1% | +20.6% | +8.3% |
| 30D | +14.3% | +0.9% | +13.4% | +14.3% |
| 3M | +1.8% | +10.1% | -8.4% | +2.0% |
| 6M | +13.0% | +1.1% | +11.9% | +13.1% |
| YTD | +22.7% | +63.7% | -40.9% | +23.9% |
| 1Y | +22.6% | +87.0% | -64.4% | +24.0% |
| 3Y | +84.2% | +70.7% | +13.5% | +86.4% |
| 5Y | +15.8% | +246.8% | -231.0% | +20.1% |
| 10Y | +45.8% | +72.6% | -26.8% | +75.4% |
| All | +50.1% | +160.5% | -110.3% | +76.8% |
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