+161.5%
NI vs PR
+152.6%
+8.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -0.9% | -16.4% | +15.5% | -0.7% |
| 30D | +9.6% | -1.9% | +11.5% | +9.7% |
| 3M | +2.5% | +8.0% | -5.5% | +2.3% |
| 6M | -5.8% | +4.1% | -9.9% | -5.9% |
| YTD | +8.6% | +58.7% | -50.1% | +7.8% |
| 1Y | +6.0% | +75.8% | -69.9% | +5.0% |
| 3Y | +91.0% | +73.2% | +17.9% | +89.0% |
| 5Y | +104.8% | +230.1% | -125.4% | +101.1% |
| 10Y | +176.7% | +67.4% | +109.3% | +178.2% |
| All | +161.5% | +152.6% | +8.9% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling