+254.9%
GM vs PR
+169.5%
+85.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.0% |
| 7D | +1.9% | +2.9% | -1.0% | +1.5% |
| 30D | -1.4% | +18.0% | -19.4% | -3.5% |
| 3M | +5.9% | +16.9% | -11.0% | +3.5% |
| 6M | +12.4% | +28.2% | -15.8% | +8.0% |
| YTD | +8.6% | +69.3% | -60.7% | +0.4% |
| 1Y | +52.6% | +69.5% | -16.9% | +40.7% |
| 3Y | +169.7% | +81.7% | +88.0% | +143.9% |
| 5Y | +87.5% | +422.2% | -334.7% | +45.9% |
| 10Y | +233.0% | +110.4% | +122.6% | +138.4% |
| All | +254.9% | +169.5% | +85.4% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling