+97.0%
NI vs PR
+433.6%
-336.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.5% |
| 7D | +2.0% | +2.9% | -0.9% | +1.8% |
| 30D | -3.5% | +18.0% | -21.6% | -4.7% |
| 3M | -9.1% | +16.9% | -26.0% | -10.2% |
| 6M | -11.8% | +28.2% | -40.0% | -13.6% |
| YTD | +1.1% | +69.3% | -68.2% | -3.0% |
| 1Y | +6.7% | +69.5% | -62.8% | +2.2% |
| 3Y | +71.1% | +81.7% | -10.6% | +61.1% |
| All | +97.0% | +433.6% | -336.6% | +69.7% |
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