+77.0%
PR vs BR
-12.6%
+89.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.9% |
| 7D | +6.7% | -1.3% | +8.0% | +6.6% |
| 30D | -6.1% | +13.7% | -19.8% | -5.5% |
| 3M | +6.9% | +13.8% | -7.0% | +7.6% |
| 6M | +14.6% | +29.7% | -15.1% | +17.0% |
| YTD | +66.1% | -12.6% | +78.8% | +68.6% |
| 1Y | +77.0% | -12.4% | +89.5% | +82.0% |
| All | +77.0% | -12.6% | +89.7% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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