+87.0%
PR vs BEN
+56.2%
+30.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.7% | -11.2% | -5.5% |
| 7D | -12.1% | +6.7% | -18.9% | -10.7% |
| 30D | +0.9% | +3.0% | -2.1% | +2.0% |
| 3M | +10.1% | -4.3% | +14.5% | +10.2% |
| 6M | +1.1% | +16.4% | -15.2% | +3.7% |
| YTD | +63.7% | +46.8% | +16.9% | +72.1% |
| 1Y | +87.0% | +57.3% | +29.7% | +95.3% |
| All | +87.0% | +56.2% | +30.8% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling