-39.5%
LVS vs PR
+76.2%
-115.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.0% | -4.3% | -1.9% |
| 7D | -3.9% | +6.7% | -10.6% | -2.7% |
| 30D | +7.1% | -6.1% | +13.2% | +6.0% |
| 3M | -13.2% | +6.9% | -20.0% | -12.4% |
| 6M | -22.8% | +14.6% | -37.4% | -21.3% |
| YTD | -38.0% | +66.1% | -104.2% | -35.5% |
| 1Y | -39.5% | +77.0% | -116.5% | -37.1% |
| All | -39.5% | +76.2% | -115.7% | -37.1% |
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 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