-35.4%
DOW vs PR
+73.2%
-108.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.2% |
| 7D | -2.4% | +2.9% | -5.3% | -3.8% |
| 30D | +0.4% | +18.0% | -17.7% | -7.4% |
| 3M | -14.4% | +16.9% | -31.3% | -20.8% |
| 6M | -7.0% | +28.2% | -35.2% | -17.1% |
| YTD | +30.2% | +69.3% | -39.1% | +2.6% |
| 1Y | +29.2% | +69.5% | -40.3% | +1.2% |
| All | -35.4% | +73.2% | -108.6% | -53.0% |
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 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