+182.8%
PR vs ALC
+36.0%
+146.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +6.8% | -13.4% | -8.3% |
| 7D | -12.1% | +10.7% | -22.8% | -14.7% |
| 30D | +0.9% | +20.2% | -19.3% | -4.4% |
| 3M | +10.1% | +8.9% | +1.2% | +7.1% |
| 6M | +1.1% | +5.7% | -4.6% | -1.2% |
| YTD | +63.7% | -1.4% | +65.1% | +62.2% |
| 1Y | +87.0% | +4.7% | +82.3% | +81.5% |
| 3Y | +70.7% | +5.2% | +65.5% | +62.9% |
| 5Y | +246.8% | -8.3% | +255.1% | +237.1% |
| All | +182.8% | +36.0% | +146.8% | +276.3% |
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