-11.4%
F vs PR
+225.6%
-237.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | 0.0% |
| 7D | +1.4% | -16.5% | +17.9% | +5.5% |
| 30D | +2.0% | -4.5% | +6.6% | +2.7% |
| 3M | -10.4% | +8.5% | -18.9% | -12.8% |
| 6M | +9.7% | -3.3% | +13.0% | +9.1% |
| YTD | -1.2% | +55.7% | -56.9% | -14.3% |
| 1Y | 0.0% | +82.0% | -82.0% | -17.1% |
| 3Y | +41.1% | +62.5% | -21.4% | +17.1% |
| 5Y | -11.4% | +223.9% | -235.3% | -45.9% |
| All | -11.4% | +225.6% | -237.0% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling