+415.3%
PR vs CAPR
+84.7%
+330.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | +2.9% | -2.0% | +4.9% | +2.9% |
| 30D | +18.0% | +139.2% | -121.1% | +15.6% |
| 3M | +16.9% | -66.4% | +83.2% | +17.8% |
| 6M | +28.2% | -63.1% | +91.3% | +28.8% |
| YTD | +69.3% | -67.4% | +136.8% | +70.4% |
| 1Y | +69.5% | +58.2% | +11.3% | +57.2% |
| 3Y | +81.7% | +42.2% | +39.5% | +50.7% |
| All | +415.3% | +84.7% | +330.6% | +237.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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