-33.5%
LVS vs PR
+80.1%
-113.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.1% |
| 7D | +11.1% | -16.4% | +27.5% | +8.3% |
| 30D | +14.7% | -1.9% | +16.6% | +13.9% |
| 3M | -10.9% | +8.0% | -18.9% | -10.4% |
| 6M | -22.3% | +4.1% | -26.5% | -22.3% |
| YTD | -35.8% | +58.7% | -94.5% | -35.8% |
| 1Y | -33.5% | +75.8% | -109.3% | -36.0% |
| All | -33.5% | +80.1% | -113.5% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling