+68.3%
PR vs ALM
+21.0%
+47.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.1% | -0.9% |
| 7D | -12.4% | +0.7% | -13.1% | -12.4% |
| 30D | -6.6% | -26.1% | +19.5% | -7.1% |
| 3M | +7.5% | -38.1% | +45.6% | +6.9% |
| 6M | +10.8% | -55.4% | +66.2% | +10.3% |
| YTD | +57.0% | -0.4% | +57.4% | +65.4% |
| All | +68.3% | +21.0% | +47.3% | +80.9% |
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