+255.4%
LOW vs PR
+152.6%
+102.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | +7.4% | -16.4% | +23.8% | +8.4% |
| 30D | +24.5% | -1.9% | +26.4% | +24.5% |
| 3M | +3.5% | +8.0% | -4.5% | +2.8% |
| 6M | -2.6% | +4.1% | -6.7% | -3.1% |
| YTD | -4.8% | +58.7% | -63.5% | -8.1% |
| 1Y | -0.8% | +75.8% | -76.6% | -4.8% |
| 3Y | +22.8% | +73.2% | -50.3% | +17.2% |
| 5Y | +5.3% | +230.1% | -224.8% | -4.7% |
| 10Y | +309.5% | +67.4% | +242.1% | +275.0% |
| All | +255.4% | +152.6% | +102.9% | +217.5% |
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