+249.2%
PM vs PR
+160.5%
+88.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.8% |
| 7D | +4.3% | -12.1% | +16.4% | +4.7% |
| 30D | +11.5% | +0.9% | +10.6% | +11.4% |
| 3M | +13.0% | +10.1% | +2.9% | +12.6% |
| 6M | +25.9% | +1.1% | +24.8% | +25.7% |
| YTD | +34.0% | +63.7% | -29.7% | +31.8% |
| 1Y | +46.9% | +87.0% | -40.1% | +43.8% |
| 3Y | +158.9% | +70.7% | +88.1% | +152.8% |
| 5Y | +181.3% | +246.8% | -65.5% | +166.1% |
| 10Y | +258.7% | +72.6% | +186.1% | +237.6% |
| All | +249.2% | +160.5% | +88.7% | +236.9% |
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 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