+924.6%
MSFT vs PR
+169.5%
+755.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.0% |
| 7D | -2.7% | +2.9% | -5.6% | -2.8% |
| 30D | +2.7% | +18.0% | -15.3% | +2.0% |
| 3M | +17.0% | +16.9% | +0.1% | +16.1% |
| 6M | +23.8% | +28.2% | -4.4% | +22.3% |
| YTD | +4.0% | +69.3% | -65.4% | +1.5% |
| 1Y | -0.8% | +69.5% | -70.3% | -3.3% |
| 3Y | +55.6% | +81.7% | -26.1% | +50.5% |
| 5Y | +72.9% | +422.2% | -349.3% | +60.4% |
| 10Y | +875.8% | +110.4% | +765.4% | +933.9% |
| All | +924.6% | +169.5% | +755.2% | +945.7% |
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