+777.0%
FIX vs PR
+73.2%
+703.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.4% |
| 7D | +6.0% | +2.9% | +3.1% | +5.1% |
| 30D | -7.2% | +18.0% | -25.3% | -12.0% |
| 3M | -15.9% | +16.9% | -32.7% | -20.3% |
| 6M | +12.7% | +28.2% | -15.5% | +1.8% |
| YTD | +72.8% | +69.3% | +3.5% | +39.4% |
| 1Y | +122.9% | +69.5% | +53.4% | +78.5% |
| All | +777.0% | +73.2% | +703.8% | +571.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling