+223.9%
PR vs ALC
-8.7%
+232.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.6% |
| 7D | -16.5% | +7.6% | -24.2% | -18.6% |
| 30D | -4.5% | +21.1% | -25.7% | -10.6% |
| 3M | +8.5% | +8.5% | +0.1% | +5.3% |
| 6M | -3.3% | +2.8% | -6.2% | -4.9% |
| YTD | +55.7% | -2.4% | +58.1% | +54.8% |
| 1Y | +82.0% | +3.5% | +78.6% | +76.3% |
| 3Y | +62.5% | +4.2% | +58.3% | +51.0% |
| 5Y | +223.9% | -9.0% | +232.9% | +242.1% |
| All | +223.9% | -8.7% | +232.7% | +242.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling