+248.4%
GM vs PR
+152.6%
+95.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.5% | -3.8% |
| 7D | -1.4% | -16.4% | +15.0% | +0.8% |
| 30D | +6.4% | -1.9% | +8.3% | +6.4% |
| 3M | -0.7% | +8.0% | -8.6% | -2.0% |
| 6M | +9.9% | +4.1% | +5.8% | +8.6% |
| YTD | +6.7% | +58.7% | -52.0% | -0.8% |
| 1Y | +26.2% | +75.8% | -49.6% | +15.7% |
| 3Y | +205.0% | +73.2% | +131.9% | +177.3% |
| 5Y | +53.6% | +230.1% | -176.5% | +25.6% |
| 10Y | +233.4% | +67.4% | +166.0% | +138.3% |
| All | +248.4% | +152.6% | +95.8% | +148.8% |
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