+169.5%
PR vs BR
+249.6%
-80.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.5% |
| 7D | +2.9% | -5.3% | +8.2% | +4.8% |
| 30D | +18.0% | +6.4% | +11.6% | +15.5% |
| 3M | +16.9% | +13.6% | +3.2% | +11.2% |
| 6M | +28.2% | -6.7% | +34.9% | +30.3% |
| YTD | +69.3% | -21.1% | +90.4% | +82.5% |
| 1Y | +69.5% | -29.6% | +99.1% | +90.8% |
| 3Y | +81.7% | -2.4% | +84.1% | +78.5% |
| 5Y | +422.2% | +11.2% | +411.0% | +379.7% |
| 10Y | +110.4% | +191.8% | -81.4% | +81.5% |
| All | +169.5% | +249.6% | -80.2% | +126.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling