-31.4%
DELL vs PR
+4.5%
-35.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | -4.9% | -10.0% | -13.8% |
| 7D | -33.4% | -16.5% | -16.8% | -32.5% |
| 30D | -44.7% | -4.5% | -40.2% | -41.5% |
| 3M | -31.4% | +8.5% | -40.0% | -16.8% |
| All | -31.4% | +4.5% | -35.9% | -16.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling