+229.5%
GM vs PR
+95.8%
+133.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.2% | +6.0% | -6.2% | -1.2% |
| 30D | +3.6% | -4.2% | +7.7% | +4.0% |
| 3M | -0.2% | +10.0% | -10.2% | -2.6% |
| 6M | +13.9% | +15.6% | -1.7% | +9.6% |
| YTD | +6.5% | +68.2% | -61.7% | -9.3% |
| 1Y | +20.7% | +79.2% | -58.5% | +0.8% |
| 3Y | +229.5% | +94.9% | +134.6% | +155.6% |
| All | +229.5% | +95.8% | +133.7% | +155.6% |
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