+707.6%
DELL vs PR
+73.2%
+634.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | +14.9% | +2.9% | +12.0% | +13.6% |
| 30D | +13.3% | +18.0% | -4.8% | +5.7% |
| 3M | +24.4% | +16.9% | +7.5% | +16.1% |
| 6M | +258.0% | +28.2% | +229.8% | +214.9% |
| YTD | +320.2% | +69.3% | +250.9% | +224.4% |
| 1Y | +319.1% | +69.5% | +249.6% | +220.8% |
| All | +707.6% | +73.2% | +634.4% | +493.2% |
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