+29.4%
NDAQ vs PR
+87.5%
-58.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.0% |
| 7D | +3.9% | -12.1% | +16.0% | +2.9% |
| 30D | +19.0% | +0.9% | +18.1% | +18.8% |
| 3M | +17.6% | +10.1% | +7.4% | +18.0% |
| 6M | +21.0% | +1.1% | +19.9% | +21.1% |
| YTD | +14.1% | +63.7% | -49.6% | +15.0% |
| 1Y | +29.4% | +87.0% | -57.6% | +28.4% |
| All | +29.4% | +87.5% | -58.0% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling