+223.9%
PR vs BUD
+50.9%
+173.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.3% |
| 7D | -16.5% | +7.1% | -23.7% | -18.0% |
| 30D | -4.5% | +12.7% | -17.2% | -7.4% |
| 3M | +8.5% | 0.0% | +8.5% | +8.2% |
| 6M | -3.3% | +7.6% | -10.9% | -5.5% |
| YTD | +55.7% | +35.0% | +20.7% | +41.5% |
| 1Y | +82.0% | +37.6% | +44.5% | +64.4% |
| 3Y | +62.5% | +51.5% | +10.9% | +38.0% |
| 5Y | +223.9% | +50.2% | +173.7% | +160.4% |
| All | +223.9% | +50.9% | +173.0% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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