+169.5%
PR vs ALM
+3,433.4%
-3,264.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.5% |
| 7D | +2.9% | -2.6% | +5.5% | +3.0% |
| 30D | +18.0% | +32.0% | -14.0% | +16.6% |
| 3M | +16.9% | -15.0% | +31.9% | +17.2% |
| 6M | +28.2% | -10.1% | +38.3% | +27.5% |
| YTD | +69.3% | +99.4% | -30.1% | +61.9% |
| 1Y | +69.5% | +316.4% | -246.8% | +55.4% |
| 3Y | +81.7% | +2,022.0% | -1,940.3% | +48.1% |
| 5Y | +422.2% | +941.2% | -518.9% | +335.1% |
| 10Y | +110.4% | +2,950.3% | -2,840.0% | +62.7% |
| All | +169.5% | +3,433.4% | -3,264.0% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling