+3.4%
EXC vs PR
+76.5%
-73.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -0.7% | +2.9% | -3.6% | -0.6% |
| 30D | -4.6% | +18.0% | -22.7% | -4.3% |
| 3M | -2.2% | +16.9% | -19.1% | -2.0% |
| 6M | -10.6% | +28.2% | -38.8% | -9.6% |
| YTD | +1.9% | +69.3% | -67.4% | +3.4% |
| 1Y | +3.4% | +69.5% | -66.1% | +5.8% |
| All | +3.4% | +76.5% | -73.1% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling