+147.8%
PR vs CAPR
-72.5%
+220.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.6% | -1.3% | -4.7% |
| 7D | -16.5% | +29.7% | -46.3% | -17.5% |
| 30D | -4.5% | +11.0% | -15.5% | -5.2% |
| 3M | +8.5% | +118.8% | -110.3% | +3.9% |
| 6M | -3.3% | -73.9% | +70.6% | -1.3% |
| YTD | +55.7% | -70.2% | +125.9% | +57.6% |
| 1Y | +82.0% | +38.3% | +43.8% | +56.9% |
| 3Y | +62.5% | +199.7% | -137.2% | +22.5% |
| 5Y | +223.9% | +130.6% | +93.4% | +139.6% |
| 10Y | +64.2% | -68.5% | +132.7% | +8.8% |
| All | +147.8% | -72.5% | +220.3% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling