+85.5%
PR vs BOXX
+14.6%
+70.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -0.6% | 0.0% | -0.6% | -0.5% |
| 30D | +17.4% | +0.3% | +17.0% | +18.0% |
| 3M | +21.8% | +1.0% | +20.7% | +23.9% |
| 6M | +27.6% | +1.9% | +25.7% | +33.6% |
| YTD | +71.4% | +2.6% | +68.8% | +85.1% |
| 1Y | +78.3% | +4.0% | +74.3% | +104.9% |
| 3Y | +85.5% | +14.6% | +70.9% | +114.3% |
| All | +85.5% | +14.6% | +70.8% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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