+119.7%
NDAQ vs PR
+86.0%
+33.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.4% |
| 7D | -0.1% | -12.4% | +12.3% | +1.4% |
| 30D | +15.9% | -6.6% | +22.4% | +16.5% |
| 3M | +15.1% | +7.5% | +7.6% | +13.3% |
| 6M | +22.9% | +10.8% | +12.1% | +20.0% |
| YTD | +12.8% | +57.0% | -44.2% | +2.8% |
| 1Y | +26.0% | +67.9% | -41.9% | +13.1% |
| 3Y | +119.7% | +87.6% | +32.1% | +86.9% |
| All | +119.7% | +86.0% | +33.7% | +86.9% |
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