+79.3%
PR vs BR
-2.4%
+81.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.9% |
| 7D | +2.9% | -5.3% | +8.2% | +4.0% |
| 30D | +18.0% | +6.4% | +11.6% | +16.6% |
| 3M | +16.9% | +13.6% | +3.2% | +13.9% |
| 6M | +28.2% | -6.7% | +34.9% | +31.4% |
| YTD | +69.3% | -21.1% | +90.4% | +83.5% |
| 1Y | +69.5% | -29.6% | +99.1% | +92.2% |
| All | +79.3% | -2.4% | +81.8% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling