+47.9%
IR vs PR
+227.5%
-179.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.5% | -9.5% | +11.0% | +3.4% |
| 30D | +9.0% | -5.7% | +14.7% | +10.0% |
| 3M | -0.9% | +3.0% | -3.8% | -2.0% |
| 6M | +13.4% | +11.8% | +1.6% | +9.6% |
| YTD | +8.5% | +58.5% | -50.0% | -4.0% |
| 1Y | +11.3% | +69.9% | -58.6% | -3.2% |
| 3Y | +26.0% | +84.9% | -58.9% | +6.1% |
| 5Y | +47.9% | +246.4% | -198.6% | +6.9% |
| All | +47.9% | +227.5% | -179.7% | +6.9% |
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