+6.4%
NI vs PR
+73.4%
-66.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.5% |
| 7D | +0.6% | -0.5% | +1.1% | +0.6% |
| 30D | +11.2% | -4.6% | +15.8% | +11.2% |
| 3M | +9.2% | +4.7% | +4.5% | +8.7% |
| 6M | -1.8% | +12.4% | -14.3% | -2.6% |
| YTD | +12.0% | +62.9% | -50.9% | +7.0% |
| 1Y | +6.4% | +70.6% | -64.1% | -0.4% |
| All | +6.4% | +73.4% | -66.9% | -0.4% |
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