+73.2%
PR vs A
+64.2%
+8.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -16.4% | -0.1% | -16.3% | -16.4% |
| 30D | -1.9% | +3.4% | -5.2% | -2.6% |
| 3M | +8.0% | +23.8% | -15.9% | +2.9% |
| 6M | +4.1% | +49.0% | -44.9% | -5.6% |
| YTD | +58.7% | +29.4% | +29.3% | +49.6% |
| 1Y | +75.8% | +19.4% | +56.5% | +70.7% |
| 3Y | +73.2% | +66.2% | +7.0% | +47.6% |
| All | +73.2% | +64.2% | +8.9% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling