+69.9%
PR vs A
+61.4%
+8.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -4.3% |
| 7D | -16.5% | -5.2% | -11.4% | -15.7% |
| 30D | -4.5% | +1.4% | -6.0% | -4.9% |
| 3M | +8.5% | +21.9% | -13.4% | +3.7% |
| 6M | -3.3% | +46.7% | -50.0% | -12.1% |
| YTD | +55.7% | +27.2% | +28.5% | +47.3% |
| 1Y | +82.0% | +17.9% | +64.1% | +77.0% |
| All | +69.9% | +61.4% | +8.5% | +45.3% |
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 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