+3.5%
EXC vs PR
+80.1%
-76.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -1.9% |
| 7D | -1.2% | -16.4% | +15.2% | -1.3% |
| 30D | +10.0% | -1.9% | +11.8% | +9.8% |
| 3M | +1.6% | +8.0% | -6.3% | +1.4% |
| 6M | +3.3% | +4.1% | -0.8% | +3.1% |
| YTD | +7.6% | +58.7% | -51.1% | +5.4% |
| 1Y | +3.5% | +75.8% | -72.4% | -0.6% |
| All | +3.5% | +80.1% | -76.6% | -0.6% |
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