+47.9%
MAR vs PR
+68.7%
-20.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.7% | +2.8% |
| 7D | +2.9% | -9.5% | +12.4% | +1.0% |
| 30D | +17.0% | -5.7% | +22.7% | +15.8% |
| 3M | +23.2% | +3.0% | +20.2% | +24.2% |
| 6M | +21.7% | +11.8% | +9.9% | +25.2% |
| YTD | +38.9% | +58.5% | -19.6% | +39.7% |
| All | +47.9% | +68.7% | -20.8% | +44.9% |
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