+577.4%
MAR vs PR
+147.8%
+429.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.2% |
| 7D | +4.4% | -16.5% | +21.0% | +6.8% |
| 30D | +15.5% | -4.5% | +20.0% | +16.0% |
| 3M | +15.7% | +8.5% | +7.2% | +14.0% |
| 6M | +18.2% | -3.3% | +21.5% | +17.9% |
| YTD | +35.3% | +55.7% | -20.4% | +25.9% |
| 1Y | +48.6% | +82.0% | -33.4% | +35.3% |
| 3Y | +124.3% | +62.5% | +61.9% | +104.8% |
| 5Y | +159.7% | +223.9% | -64.2% | +109.1% |
| 10Y | +555.2% | +64.2% | +491.0% | +335.9% |
| All | +577.4% | +147.8% | +429.6% | +372.3% |
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