+95.7%
F vs PR
+169.5%
-73.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +5.3% | +2.9% | +2.4% | +4.9% |
| 30D | +4.6% | +18.0% | -13.5% | +2.4% |
| 3M | -3.7% | +16.9% | -20.5% | -5.7% |
| 6M | +16.8% | +28.2% | -11.4% | +12.5% |
| YTD | +15.3% | +69.3% | -54.0% | +7.1% |
| 1Y | +31.0% | +69.5% | -38.5% | +21.3% |
| 3Y | +45.4% | +81.7% | -36.3% | +32.3% |
| 5Y | +54.7% | +422.2% | -367.6% | +22.8% |
| 10Y | +98.2% | +110.4% | -12.1% | +58.9% |
| All | +95.7% | +169.5% | -73.8% | +55.7% |
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