+15.0%
IWM vs PR
+80.1%
-65.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +1.1% |
| 7D | -2.0% | -16.4% | +14.4% | -3.1% |
| 30D | -1.5% | -1.9% | +0.4% | -1.6% |
| 3M | -8.0% | +8.0% | -16.0% | -7.5% |
| 6M | -4.1% | +4.1% | -8.2% | -3.4% |
| YTD | +11.9% | +58.7% | -46.8% | +7.7% |
| 1Y | +15.0% | +75.8% | -60.8% | +6.3% |
| All | +15.0% | +80.1% | -65.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling