+60.8%
O vs PR
+147.8%
-87.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +0.7% |
| 7D | +4.5% | -16.5% | +21.1% | +5.6% |
| 30D | +10.2% | -4.5% | +14.7% | +10.4% |
| 3M | -3.8% | +8.5% | -12.3% | -4.3% |
| 6M | -3.8% | -3.3% | -0.5% | -3.9% |
| YTD | +10.3% | +55.7% | -45.4% | +7.2% |
| 1Y | +11.9% | +82.0% | -70.2% | +7.7% |
| 3Y | +38.1% | +62.5% | -24.3% | +32.6% |
| 5Y | +11.1% | +223.9% | -212.8% | +0.6% |
| 10Y | +72.7% | +64.2% | +8.5% | +26.7% |
| All | +60.8% | +147.8% | -87.0% | +13.0% |
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