+689.9%
P vs PR
+160.5%
+529.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.5% | +1.5% | -4.2% |
| 7D | -19.4% | -12.1% | -7.2% | -18.0% |
| 30D | -22.3% | +0.9% | -23.2% | -22.4% |
| 3M | +33.2% | +10.1% | +23.1% | +31.4% |
| 6M | +53.6% | +1.1% | +52.5% | +52.9% |
| YTD | +66.8% | +63.7% | +3.1% | +55.8% |
| 1Y | +17.5% | +87.0% | -69.5% | +7.5% |
| 3Y | +219.7% | +70.7% | +149.0% | +194.2% |
| 5Y | +307.8% | +246.8% | +61.0% | +235.3% |
| 10Y | +855.3% | +72.6% | +782.7% | +677.4% |
| All | +689.9% | +160.5% | +529.4% | +582.3% |
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