+325.3%
IR vs PR
+56.1%
+269.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | +3.7% | -16.4% | +20.1% | +6.0% |
| 30D | +7.4% | -1.9% | +9.3% | +7.6% |
| 3M | -5.9% | +8.0% | -13.9% | -7.2% |
| 6M | +5.6% | +4.1% | +1.5% | +4.3% |
| YTD | +4.8% | +58.7% | -53.9% | -2.6% |
| 1Y | +6.9% | +75.8% | -68.9% | -2.1% |
| 3Y | +27.6% | +73.2% | -45.6% | +16.1% |
| 5Y | +45.8% | +230.1% | -184.3% | +18.8% |
| All | +325.3% | +56.1% | +269.2% | +296.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling