+52.3%
MSFT vs PR
+64.2%
-11.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.1% |
| 7D | +1.7% | -16.4% | +18.1% | +3.1% |
| 30D | +0.2% | -1.9% | +2.1% | +0.2% |
| 3M | +6.4% | +8.0% | -1.6% | +5.2% |
| 6M | +28.7% | +4.1% | +24.6% | +27.6% |
| YTD | +10.4% | +58.7% | -48.3% | +3.3% |
| 1Y | +7.6% | +75.8% | -68.2% | -1.1% |
| 3Y | +52.3% | +73.2% | -20.8% | +38.1% |
| All | +52.3% | +64.2% | -11.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling