+9.8%
LOW vs PR
+433.6%
-423.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | -1.7% | +2.9% | -4.6% | -2.0% |
| 30D | -7.0% | +18.0% | -25.1% | -8.5% |
| 3M | -0.9% | +16.9% | -17.7% | -2.5% |
| 6M | -20.1% | +28.2% | -48.3% | -22.5% |
| YTD | -13.9% | +69.3% | -83.2% | -19.3% |
| 1Y | -21.1% | +69.5% | -90.6% | -26.2% |
| 3Y | -6.6% | +81.7% | -88.3% | -14.5% |
| All | +9.8% | +433.6% | -423.8% | -14.1% |
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