+84.9%
PR vs ALM
+830.0%
-745.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.2% | +8.2% | +1.1% |
| 7D | -9.5% | -6.3% | -3.2% | -9.4% |
| 30D | -5.7% | -31.4% | +25.7% | -5.1% |
| 3M | +3.0% | -40.6% | +43.6% | +3.9% |
| 6M | +11.8% | -58.6% | +70.5% | +13.6% |
| YTD | +58.5% | -7.6% | +66.1% | +56.2% |
| 1Y | +69.9% | +13.8% | +56.0% | +65.8% |
| 3Y | +84.9% | +842.1% | -757.2% | +65.4% |
| All | +84.9% | +830.0% | -745.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling