+169.5%
PR vs A
+301.3%
-131.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.8% |
| 7D | +2.9% | -1.9% | +4.8% | +3.6% |
| 30D | +18.0% | +6.9% | +11.1% | +15.2% |
| 3M | +16.9% | +9.2% | +7.6% | +12.8% |
| 6M | +28.2% | +25.7% | +2.5% | +16.2% |
| YTD | +69.3% | +11.5% | +57.8% | +59.9% |
| 1Y | +69.5% | +18.4% | +51.1% | +55.4% |
| 3Y | +81.7% | +26.6% | +55.1% | +57.5% |
| 5Y | +422.2% | -12.8% | +435.1% | +411.3% |
| 10Y | +110.4% | +247.2% | -136.8% | +79.2% |
| All | +169.5% | +301.3% | -131.8% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling