+635.6%
DELL vs PR
+262.5%
+373.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.8% | +9.0% | +11.0% |
| 7D | +0.4% | -0.5% | +0.8% | +0.7% |
| 30D | -35.1% | -4.6% | -30.5% | -34.1% |
| 3M | -15.1% | +4.7% | -19.8% | -16.4% |
| 6M | +51.7% | +12.4% | +39.3% | +45.7% |
| YTD | +200.0% | +62.9% | +137.1% | +155.7% |
| 1Y | +172.1% | +70.6% | +101.6% | +128.3% |
| 3Y | +431.2% | +90.0% | +341.2% | +331.0% |
| All | +635.6% | +262.5% | +373.1% | +388.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling