+192.6%
PR vs ALC
+24.0%
+168.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | +2.9% | -2.1% | +5.0% | +3.5% |
| 30D | +18.0% | -0.1% | +18.1% | +18.0% |
| 3M | +16.9% | +5.9% | +11.0% | +14.5% |
| 6M | +28.2% | -15.9% | +44.1% | +33.9% |
| YTD | +69.3% | -10.1% | +79.4% | +72.8% |
| 1Y | +69.5% | -10.2% | +79.7% | +72.6% |
| 3Y | +81.7% | -13.6% | +95.2% | +84.3% |
| 5Y | +422.2% | -15.1% | +437.4% | +420.8% |
| All | +192.6% | +24.0% | +168.6% | +300.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling