-10.8%
DOW vs PR
+200.4%
-211.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.8% |
| 7D | -2.4% | +2.9% | -5.3% | -2.9% |
| 30D | +0.4% | +18.0% | -17.7% | -2.4% |
| 3M | -14.4% | +16.9% | -31.3% | -16.6% |
| 6M | -7.0% | +28.2% | -35.2% | -10.6% |
| YTD | +30.2% | +69.3% | -39.1% | +19.4% |
| 1Y | +29.2% | +69.5% | -40.3% | +18.3% |
| 3Y | -36.7% | +81.7% | -118.4% | -43.1% |
| 5Y | -37.7% | +422.2% | -459.9% | -53.3% |
| All | -10.8% | +200.4% | -211.2% | -32.5% |
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