+201.7%
PM vs PR
+169.5%
+32.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +5.2% | +16.9% | -11.7% | +4.6% |
| 6M | +3.7% | +28.2% | -24.5% | +2.8% |
| YTD | +15.8% | +69.3% | -53.6% | +13.8% |
| 1Y | +17.4% | +69.5% | -52.1% | +15.3% |
| 3Y | +116.9% | +81.7% | +35.2% | +111.4% |
| 5Y | +117.3% | +422.2% | -304.9% | +103.2% |
| 10Y | +193.8% | +110.4% | +83.4% | +179.5% |
| All | +201.7% | +169.5% | +32.2% | +190.9% |
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