+307.8%
P vs PR
+239.6%
+68.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.5% | +1.5% | -3.6% |
| 7D | -19.4% | -12.1% | -7.2% | -17.1% |
| 30D | -22.3% | +0.9% | -23.2% | -22.4% |
| 3M | +33.2% | +10.1% | +23.1% | +30.3% |
| 6M | +53.6% | +1.1% | +52.5% | +52.4% |
| YTD | +66.8% | +63.7% | +3.1% | +48.6% |
| 1Y | +17.5% | +87.0% | -69.5% | +0.9% |
| 3Y | +219.7% | +70.7% | +149.0% | +175.5% |
| 5Y | +307.8% | +246.8% | +61.0% | +201.0% |
| All | +307.8% | +239.6% | +68.2% | +201.0% |
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 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