+147.8%
PR vs BUD
-16.5%
+164.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.8% | -6.7% | -5.9% |
| 7D | -16.5% | +7.1% | -23.7% | -20.2% |
| 30D | -4.5% | +12.7% | -17.2% | -11.7% |
| 3M | +8.5% | 0.0% | +8.5% | +7.2% |
| 6M | -3.3% | +7.6% | -10.9% | -9.1% |
| YTD | +55.7% | +35.0% | +20.7% | +24.9% |
| 1Y | +82.0% | +37.6% | +44.5% | +43.9% |
| 3Y | +62.5% | +51.5% | +10.9% | +13.8% |
| 5Y | +223.9% | +50.2% | +173.7% | +119.0% |
| 10Y | +64.2% | -7.2% | +71.4% | +21.9% |
| All | +147.8% | -16.5% | +164.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling