+166.6%
PM vs PR
+225.6%
-59.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.9% | +0.2% | -4.4% |
| 7D | -3.4% | -16.5% | +13.2% | -2.6% |
| 30D | +5.8% | -4.5% | +10.3% | +6.0% |
| 3M | +6.7% | +8.5% | -1.9% | +6.2% |
| 6M | +19.9% | -3.3% | +23.2% | +19.9% |
| YTD | +27.8% | +55.7% | -27.9% | +25.0% |
| 1Y | +39.4% | +82.0% | -42.7% | +35.4% |
| 3Y | +146.9% | +62.5% | +84.4% | +138.3% |
| 5Y | +166.6% | +223.9% | -57.3% | +143.4% |
| All | +166.6% | +225.6% | -59.0% | +143.4% |
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