+69.9%
PR vs BEN
+56.2%
+13.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.9% | 0.0% | -3.7% |
| 7D | -16.5% | -0.4% | -16.1% | -16.5% |
| 30D | -4.5% | -0.7% | -3.8% | -4.5% |
| 3M | +8.5% | -6.8% | +15.4% | +10.2% |
| 6M | -3.3% | +7.9% | -11.2% | -6.6% |
| YTD | +55.7% | +39.6% | +16.1% | +36.3% |
| 1Y | +82.0% | +48.5% | +33.5% | +55.0% |
| All | +69.9% | +56.2% | +13.7% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling