+171.3%
NI vs PR
+164.4%
+6.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | +3.1% | +6.7% | -3.6% | +3.0% |
| 30D | +11.2% | -6.1% | +17.3% | +11.2% |
| 3M | +9.8% | +6.9% | +3.0% | +9.7% |
| 6M | -1.6% | +14.6% | -16.2% | -1.9% |
| YTD | +12.6% | +66.1% | -53.5% | +11.7% |
| 1Y | +7.8% | +77.0% | -69.2% | +6.8% |
| 3Y | +100.5% | +93.8% | +6.7% | +98.1% |
| 5Y | +114.4% | +268.2% | -153.8% | +110.5% |
| 10Y | +193.9% | +82.3% | +111.6% | +195.5% |
| All | +171.3% | +164.4% | +6.9% | +163.1% |
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