+117.4%
PM vs PR
+433.6%
-316.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -4.9% | +2.9% | -7.8% | -5.0% |
| 30D | -3.4% | +18.0% | -21.4% | -4.1% |
| 3M | +5.2% | +16.9% | -11.7% | +4.3% |
| 6M | +3.7% | +28.2% | -24.5% | +2.4% |
| YTD | +15.8% | +69.3% | -53.6% | +12.8% |
| 1Y | +17.4% | +69.5% | -52.1% | +14.2% |
| 3Y | +116.9% | +81.7% | +35.2% | +107.8% |
| All | +117.4% | +433.6% | -316.2% | +81.9% |
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 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