+1,083.7%
FIX vs PR
+239.6%
+844.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -6.5% | -8.5% | -13.5% |
| 7D | -18.9% | -12.1% | -6.8% | -16.4% |
| 30D | -36.3% | +0.9% | -37.2% | -36.5% |
| 3M | -38.5% | +10.1% | -48.6% | -40.1% |
| 6M | -42.3% | +1.1% | -43.4% | -42.9% |
| YTD | +17.1% | +63.7% | -46.6% | +1.8% |
| 1Y | +14.4% | +87.0% | -72.6% | -4.4% |
| 3Y | +486.7% | +70.7% | +415.9% | +395.4% |
| 5Y | +1,083.7% | +246.8% | +836.9% | +740.7% |
| All | +1,083.7% | +239.6% | +844.2% | +740.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling