+267.7%
PR vs BR
+18.8%
+248.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | +6.0% | +1.1% | +4.9% | +5.6% |
| 30D | -4.2% | +14.4% | -18.6% | -8.6% |
| 3M | +10.0% | +12.4% | -2.5% | +5.4% |
| 6M | +15.6% | +35.4% | -19.8% | +3.2% |
| YTD | +68.2% | -12.2% | +80.3% | +77.4% |
| 1Y | +79.2% | -12.7% | +91.9% | +89.6% |
| 3Y | +94.9% | +14.3% | +80.6% | +78.3% |
| All | +267.7% | +18.8% | +248.9% | +226.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling