+69.5%
PR vs COMP
+22.2%
+47.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.5% |
| 7D | +2.9% | +1.4% | +1.5% | +3.2% |
| 30D | +18.0% | -13.3% | +31.4% | +15.7% |
| 3M | +16.9% | +41.1% | -24.3% | +22.2% |
| 6M | +28.2% | +17.2% | +11.0% | +36.1% |
| YTD | +69.3% | +5.2% | +64.1% | +79.8% |
| 1Y | +69.5% | +18.9% | +50.6% | +80.3% |
| All | +69.5% | +22.2% | +47.3% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling