+67.7%
F vs PR
+147.8%
-80.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -0.5% |
| 7D | +1.4% | -16.5% | +17.9% | +3.5% |
| 30D | +2.0% | -4.5% | +6.6% | +2.4% |
| 3M | -10.4% | +8.5% | -18.9% | -11.5% |
| 6M | +9.7% | -3.3% | +13.0% | +9.4% |
| YTD | -1.2% | +55.7% | -56.9% | -7.5% |
| 1Y | 0.0% | +82.0% | -82.0% | -8.3% |
| 3Y | +41.1% | +62.5% | -21.4% | +29.9% |
| 5Y | -11.4% | +223.9% | -235.3% | -26.4% |
| 10Y | +85.0% | +64.2% | +20.8% | +48.2% |
| All | +67.7% | +147.8% | -80.1% | +34.5% |
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