+377.0%
DELL vs PR
+64.2%
+312.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.7% | +2.9% |
| 7D | -22.6% | -16.4% | -6.2% | -16.6% |
| 30D | -43.2% | -1.9% | -41.3% | -42.6% |
| 3M | -24.8% | +8.0% | -32.8% | -27.6% |
| 6M | +38.0% | +4.1% | +33.9% | +33.9% |
| YTD | +163.7% | +58.7% | +105.0% | +103.9% |
| 1Y | +122.5% | +75.8% | +46.7% | +62.0% |
| 3Y | +377.0% | +73.2% | +303.8% | +249.3% |
| All | +377.0% | +64.2% | +312.7% | +249.3% |
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