+1.1%
PR vs ALM
-58.2%
+59.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.2% | -7.7% | -6.5% |
| 7D | -12.1% | -6.4% | -5.7% | -12.1% |
| 30D | +0.9% | -35.0% | +35.9% | +0.8% |
| 3M | +10.1% | -33.8% | +43.9% | +10.7% |
| 6M | +1.1% | -55.0% | +56.1% | +3.5% |
| All | +1.1% | -58.2% | +59.3% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling