+446.3%
MAR vs PR
+169.5%
+276.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | -4.2% | +2.9% | -7.1% | -4.5% |
| 30D | -6.7% | +18.0% | -24.7% | -8.8% |
| 3M | -12.5% | +16.9% | -29.3% | -14.6% |
| 6M | +0.6% | +28.2% | -27.6% | -3.4% |
| YTD | +9.1% | +69.3% | -60.2% | +0.7% |
| 1Y | +26.2% | +69.5% | -43.3% | +16.2% |
| 3Y | +68.2% | +81.7% | -13.5% | +51.4% |
| 5Y | +163.9% | +422.2% | -258.3% | +100.2% |
| 10Y | +420.6% | +110.4% | +310.2% | +251.2% |
| All | +446.3% | +169.5% | +276.8% | +277.7% |
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 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