+420.4%
FIX vs PR
+61.1%
+359.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -4.9% | -6.7% | -10.0% |
| 7D | -27.2% | -16.5% | -10.7% | -22.7% |
| 30D | -46.9% | -4.5% | -42.4% | -46.1% |
| 3M | -44.4% | +8.5% | -53.0% | -46.1% |
| 6M | -50.9% | -3.3% | -47.6% | -50.7% |
| YTD | +3.5% | +55.7% | -52.2% | -15.8% |
| 1Y | -2.1% | +82.0% | -84.2% | -26.4% |
| All | +420.4% | +61.1% | +359.2% | +300.9% |
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 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