+53.8%
MSFT vs PR
+61.1%
-7.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.9% | +1.3% | -3.2% |
| 7D | +1.1% | -16.5% | +17.6% | +2.5% |
| 30D | +1.3% | -4.5% | +5.8% | +1.5% |
| 3M | +10.2% | +8.5% | +1.6% | +8.9% |
| 6M | +30.8% | -3.3% | +34.1% | +30.7% |
| YTD | +11.5% | +55.7% | -44.2% | +4.5% |
| 1Y | +6.5% | +82.0% | -75.5% | -2.9% |
| All | +53.8% | +61.1% | -7.3% | +39.7% |
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 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