+175.4%
IWM vs PR
+147.8%
+27.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.3% | -4.0% |
| 7D | -4.6% | -16.5% | +12.0% | -2.7% |
| 30D | -3.7% | -4.5% | +0.8% | -3.3% |
| 3M | -9.4% | +8.5% | -17.9% | -10.5% |
| 6M | -3.6% | -3.3% | -0.3% | -3.8% |
| YTD | +10.8% | +55.7% | -44.9% | +4.4% |
| 1Y | +11.9% | +82.0% | -70.2% | +3.4% |
| 3Y | +60.6% | +62.5% | -1.9% | +49.1% |
| 5Y | +19.2% | +223.9% | -204.7% | +0.6% |
| 10Y | +165.3% | +64.2% | +101.1% | +121.7% |
| All | +175.4% | +147.8% | +27.6% | +130.8% |
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