+167.1%
P vs PR
+61.1%
+106.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -4.9% | -11.5% | -14.8% |
| 7D | -31.9% | -16.5% | -15.4% | -27.8% |
| 30D | -36.5% | -4.5% | -32.0% | -35.3% |
| 3M | +11.6% | +8.5% | +3.0% | +8.8% |
| 6M | +25.2% | -3.3% | +28.5% | +26.0% |
| YTD | +39.4% | +55.7% | -16.3% | +17.9% |
| 1Y | -3.7% | +82.0% | -85.7% | -24.7% |
| All | +167.1% | +61.1% | +106.0% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling