+319.4%
IR vs PR
+53.1%
+266.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.9% | +2.1% | -2.1% |
| 7D | +2.3% | -16.5% | +18.8% | +4.6% |
| 30D | +3.3% | -4.5% | +7.9% | +3.8% |
| 3M | -9.0% | +8.5% | -17.6% | -10.3% |
| 6M | +8.0% | -3.3% | +11.3% | +7.7% |
| YTD | +3.4% | +55.7% | -52.3% | -3.7% |
| 1Y | +4.5% | +82.0% | -77.5% | -4.8% |
| 3Y | +25.6% | +62.5% | -36.9% | +15.2% |
| 5Y | +43.8% | +223.9% | -180.1% | +17.4% |
| All | +319.4% | +53.1% | +266.3% | +291.7% |
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