+12.2%
KEY vs PR
+225.0%
-212.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.0% |
| 7D | -1.3% | -16.4% | +15.1% | +3.2% |
| 30D | +5.1% | -1.9% | +7.0% | +5.3% |
| 3M | -7.1% | +8.0% | -15.1% | -9.7% |
| 6M | -4.4% | +4.1% | -8.5% | -6.6% |
| YTD | +4.0% | +58.7% | -54.7% | -10.9% |
| 1Y | +23.4% | +75.8% | -52.4% | +2.5% |
| 3Y | +113.9% | +73.2% | +40.8% | +74.9% |
| All | +12.2% | +225.0% | -212.8% | -23.9% |
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