+223.9%
PR vs ALM
+390.7%
-166.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.6% | +4.7% | -4.5% |
| 7D | -16.5% | -14.5% | -2.0% | -16.0% |
| 30D | -4.5% | -39.0% | +34.5% | -2.7% |
| 3M | +8.5% | -40.3% | +48.8% | +10.5% |
| 6M | -3.3% | -60.3% | +57.0% | -0.3% |
| YTD | +55.7% | -9.8% | +65.5% | +52.5% |
| 1Y | +82.0% | +30.8% | +51.3% | +73.9% |
| 3Y | +62.5% | +772.4% | -710.0% | +27.6% |
| 5Y | +223.9% | +390.7% | -166.8% | +169.6% |
| All | +223.9% | +390.7% | -166.8% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling