+79.3%
PR vs BEN
+52.7%
+26.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.5% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | +18.0% | -0.5% | +18.6% | +18.1% |
| 3M | +16.9% | +9.7% | +7.1% | +13.3% |
| 6M | +28.2% | +33.9% | -5.7% | +15.9% |
| YTD | +69.3% | +49.0% | +20.4% | +46.5% |
| 1Y | +69.5% | +42.1% | +27.4% | +49.1% |
| All | +79.3% | +52.7% | +26.7% | +42.9% |
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