+147.8%
PR vs A
+357.6%
-209.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.8% | -3.8% |
| 7D | -16.5% | -5.2% | -11.4% | -15.1% |
| 30D | -4.5% | +1.4% | -6.0% | -5.1% |
| 3M | +8.5% | +21.9% | -13.4% | +0.8% |
| 6M | -3.3% | +46.7% | -50.0% | -16.9% |
| YTD | +55.7% | +27.2% | +28.5% | +39.9% |
| 1Y | +82.0% | +17.9% | +64.1% | +68.3% |
| 3Y | +62.5% | +61.1% | +1.3% | +28.5% |
| 5Y | +223.9% | +13.8% | +210.1% | +188.7% |
| 10Y | +64.2% | +318.8% | -254.6% | +33.7% |
| All | +147.8% | +357.6% | -209.8% | +100.8% |
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