+42.0%
IP vs PR
+160.5%
-118.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.1% | +2.1% |
| 7D | +3.4% | -12.1% | +15.5% | +4.5% |
| 30D | +11.2% | +0.9% | +10.3% | +11.0% |
| 3M | -14.8% | +10.1% | -24.9% | -15.7% |
| 6M | +17.3% | +1.1% | +16.2% | +16.6% |
| YTD | -6.2% | +63.7% | -69.8% | -10.9% |
| 1Y | +2.3% | +87.0% | -84.7% | -4.0% |
| 3Y | +17.7% | +70.7% | -53.1% | +10.5% |
| 5Y | -8.4% | +246.8% | -255.2% | -20.0% |
| 10Y | +32.1% | +72.6% | -40.5% | +22.0% |
| All | +42.0% | +160.5% | -118.4% | +32.5% |
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