+94.7%
DE vs PR
+89.6%
+5.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | +2.3% | -0.5% | +2.7% | +2.3% |
| 30D | +9.3% | -4.6% | +14.0% | +10.2% |
| 3M | +12.2% | +4.7% | +7.5% | +10.8% |
| 6M | +18.1% | +12.4% | +5.6% | +14.3% |
| YTD | +49.8% | +62.9% | -13.1% | +30.5% |
| 1Y | +46.4% | +70.6% | -24.2% | +25.9% |
| All | +94.7% | +89.6% | +5.1% | +55.2% |
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