+69.6%
F vs PR
+160.5%
-90.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.5% | +9.5% | +3.7% |
| 7D | +6.0% | -12.1% | +18.1% | +7.6% |
| 30D | +4.3% | +0.9% | +3.4% | +4.0% |
| 3M | -10.1% | +10.1% | -20.2% | -11.4% |
| 6M | +12.8% | +1.1% | +11.7% | +11.9% |
| YTD | -0.1% | +63.7% | -63.7% | -7.0% |
| 1Y | +3.7% | +87.0% | -83.3% | -5.3% |
| 3Y | +42.7% | +70.7% | -28.1% | +30.6% |
| 5Y | -11.0% | +246.8% | -257.8% | -26.6% |
| 10Y | +87.0% | +72.6% | +14.4% | +49.0% |
| All | +69.6% | +160.5% | -90.8% | +35.2% |
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