+319.1%
DELL vs PR
+76.5%
+242.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +14.9% | +2.9% | +12.0% | +14.9% |
| 30D | +13.3% | +18.0% | -4.8% | +12.8% |
| 3M | +24.4% | +16.9% | +7.5% | +24.3% |
| 6M | +258.0% | +28.2% | +229.8% | +243.2% |
| YTD | +320.2% | +69.3% | +250.9% | +286.1% |
| 1Y | +319.1% | +69.5% | +249.6% | +285.2% |
| All | +319.1% | +76.5% | +242.5% | +285.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling