+112.5%
NET vs PR
+433.6%
-321.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -7.0% | +2.9% | -9.9% | -7.8% |
| 30D | -4.8% | +18.0% | -22.8% | -9.5% |
| 3M | +3.8% | +16.9% | -13.0% | -1.3% |
| 6M | +50.0% | +28.2% | +21.8% | +38.3% |
| YTD | +41.5% | +69.3% | -27.9% | +19.8% |
| 1Y | +32.8% | +69.5% | -36.7% | +11.8% |
| 3Y | +335.9% | +81.7% | +254.2% | +249.2% |
| All | +112.5% | +433.6% | -321.2% | +40.6% |
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