+172.1%
DELL vs PR
+73.4%
+98.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +11.5% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | -35.1% | -4.6% | -30.5% | -34.7% |
| 3M | -15.1% | +4.7% | -19.8% | -14.2% |
| 6M | +51.7% | +12.4% | +39.3% | +54.2% |
| YTD | +200.0% | +62.9% | +137.1% | +178.4% |
| 1Y | +172.1% | +70.6% | +101.6% | +158.0% |
| All | +172.1% | +73.4% | +98.7% | +158.0% |
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 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