+79.2%
PR vs ALM
+19.0%
+60.2%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +1.4% |
| 7D | +6.0% | +1.2% | +4.7% | +6.0% |
| 30D | -4.2% | -19.3% | +15.1% | -4.6% |
| 3M | +10.0% | -40.6% | +50.6% | +9.3% |
| 6M | +15.6% | -57.9% | +73.5% | +14.9% |
| YTD | +68.2% | -6.7% | +74.9% | +77.8% |
| 1Y | +79.2% | +20.2% | +59.0% | +94.2% |
| All | +79.2% | +19.0% | +60.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling