+61.3%
NDAQ vs PR
+225.6%
-164.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.2% | -2.0% |
| 7D | +1.2% | -16.5% | +17.7% | +3.3% |
| 30D | +15.8% | -4.5% | +20.3% | +16.2% |
| 3M | +13.4% | +8.5% | +4.8% | +11.7% |
| 6M | +20.9% | -3.3% | +24.2% | +20.6% |
| YTD | +11.1% | +55.7% | -44.6% | +3.5% |
| 1Y | +26.5% | +82.0% | -55.5% | +15.1% |
| 3Y | +121.5% | +62.5% | +59.0% | +101.1% |
| 5Y | +61.3% | +223.9% | -162.6% | +31.0% |
| All | +61.3% | +225.6% | -164.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling