+39.4%
GM vs PR
+87.5%
-48.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -6.5% | +11.2% | +3.6% |
| 7D | +12.1% | -12.1% | +24.2% | +10.1% |
| 30D | +15.2% | +0.9% | +14.3% | +15.1% |
| 3M | +4.9% | +10.1% | -5.3% | +6.7% |
| 6M | +22.6% | +1.1% | +21.5% | +24.2% |
| YTD | +14.4% | +63.7% | -49.2% | +8.6% |
| 1Y | +39.4% | +87.0% | -47.6% | +33.9% |
| All | +39.4% | +87.5% | -48.1% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling