+69.9%
PR vs COMP
+309.8%
-239.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.2% | +3.3% | -4.8% |
| 7D | -16.5% | -1.8% | -14.7% | -16.5% |
| 30D | -4.5% | -0.8% | -3.8% | -4.5% |
| 3M | +8.5% | -28.1% | +36.7% | +9.2% |
| 6M | -3.3% | +27.0% | -30.3% | -5.6% |
| YTD | +55.7% | -12.8% | +68.5% | +55.8% |
| 1Y | +82.0% | +4.9% | +77.2% | +78.6% |
| All | +69.9% | +309.8% | -239.9% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling