+169.5%
PR vs CAPR
-70.0%
+239.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +2.9% | -2.0% | +4.9% | +3.0% |
| 30D | +18.0% | +139.2% | -121.1% | +13.1% |
| 3M | +16.9% | -66.4% | +83.2% | +18.8% |
| 6M | +28.2% | -63.1% | +91.3% | +29.4% |
| YTD | +69.3% | -67.4% | +136.8% | +71.5% |
| 1Y | +69.5% | +58.2% | +11.3% | +45.1% |
| 3Y | +81.7% | +42.2% | +39.5% | +43.7% |
| 5Y | +422.2% | +87.3% | +335.0% | +292.8% |
| 10Y | +110.4% | -75.3% | +185.6% | +40.4% |
| All | +169.5% | -70.0% | +239.4% | +79.4% |
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