+87.9%
GM vs PR
+433.6%
-345.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.3% |
| 30D | -1.4% | +18.0% | -19.4% | -5.1% |
| 3M | +5.9% | +16.9% | -11.0% | +1.7% |
| 6M | +12.4% | +28.2% | -15.8% | +4.5% |
| YTD | +8.6% | +69.3% | -60.7% | -6.1% |
| 1Y | +52.6% | +69.5% | -16.9% | +31.3% |
| 3Y | +169.7% | +81.7% | +88.0% | +122.2% |
| All | +87.9% | +433.6% | -345.7% | +10.0% |
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