+53.6%
P vs PR
+2.9%
+50.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.5% | +1.5% | -4.1% |
| 7D | -19.4% | -12.1% | -7.2% | -17.9% |
| 30D | -22.3% | +0.9% | -23.2% | -21.0% |
| 3M | +33.2% | +10.1% | +23.1% | +33.1% |
| 6M | +53.6% | +1.1% | +52.5% | +57.9% |
| All | +53.6% | +2.9% | +50.7% | +57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling