+8.5%
PR vs A
+22.6%
-14.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -5.1% |
| 7D | -16.5% | -5.2% | -11.4% | -17.1% |
| 30D | -4.5% | +1.4% | -6.0% | -4.0% |
| 3M | +8.5% | +21.9% | -13.4% | +7.3% |
| All | +8.5% | +22.6% | -14.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3mo: compounded portfolio wealth divided by compounded A 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…
3mo analysis · Full analysis span regression · Available span rolling