+221.7%
PR vs ALM
+396.4%
-174.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.8% |
| 7D | -16.4% | -6.7% | -9.7% | -16.2% |
| 30D | -1.9% | -32.9% | +31.0% | -0.5% |
| 3M | +8.0% | -39.5% | +47.4% | +9.8% |
| 6M | +4.1% | -62.0% | +66.1% | +7.6% |
| YTD | +58.7% | -7.8% | +66.5% | +55.3% |
| 1Y | +75.8% | +26.7% | +49.2% | +68.4% |
| 3Y | +73.2% | +825.4% | -752.2% | +35.6% |
| All | +221.7% | +396.4% | -174.7% | +168.1% |
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