-3.1%
DOW vs PR
+176.2%
-179.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.4% |
| 7D | -4.9% | -16.5% | +11.7% | -1.9% |
| 30D | +13.6% | -4.5% | +18.1% | +14.4% |
| 3M | +9.0% | +8.5% | +0.5% | +7.4% |
| 6M | -19.9% | -3.3% | -16.6% | -19.5% |
| YTD | +41.4% | +55.7% | -14.3% | +31.5% |
| 1Y | +47.4% | +82.0% | -34.7% | +33.4% |
| 3Y | -23.6% | +62.5% | -86.0% | -30.0% |
| 5Y | -27.9% | +223.9% | -251.8% | -42.2% |
| All | -3.1% | +176.2% | -179.4% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling