+24.8%
LOW vs PR
+95.8%
-71.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | +1.4% | +6.0% | -4.6% | +1.2% |
| 30D | +21.7% | -4.2% | +25.9% | +21.7% |
| 3M | +5.0% | +10.0% | -4.9% | +4.0% |
| 6M | +4.6% | +15.6% | -11.0% | +3.1% |
| YTD | -3.5% | +68.2% | -71.7% | -11.0% |
| 1Y | +0.5% | +79.2% | -78.7% | -8.3% |
| 3Y | +24.8% | +94.9% | -70.1% | +8.6% |
| All | +24.8% | +95.8% | -71.0% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling