+205.0%
GM vs PR
+64.2%
+140.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.5% | -3.9% |
| 7D | -1.4% | -16.4% | +15.0% | +1.6% |
| 30D | +6.4% | -1.9% | +8.3% | +6.3% |
| 3M | -0.7% | +8.0% | -8.6% | -2.9% |
| 6M | +9.9% | +4.1% | +5.8% | +7.9% |
| YTD | +6.7% | +58.7% | -52.0% | -8.5% |
| 1Y | +26.2% | +75.8% | -49.6% | +4.8% |
| 3Y | +205.0% | +73.2% | +131.9% | +146.2% |
| All | +205.0% | +64.2% | +140.8% | +146.2% |
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