+183.1%
MAR vs PR
+269.8%
-86.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | +1.8% | +6.7% | -4.9% | +0.7% |
| 30D | +14.3% | -6.1% | +20.5% | +15.2% |
| 3M | +20.0% | +6.9% | +13.2% | +18.1% |
| 6M | +21.7% | +14.6% | +7.1% | +17.8% |
| YTD | +37.7% | +66.1% | -28.4% | +22.7% |
| 1Y | +46.8% | +77.0% | -30.2% | +29.0% |
| 3Y | +121.0% | +93.8% | +27.2% | +87.0% |
| 5Y | +183.1% | +268.2% | -85.2% | +96.7% |
| All | +183.1% | +269.8% | -86.7% | +96.7% |
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