+223.9%
PR vs COMP
-28.0%
+251.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.2% | +3.3% | -4.1% |
| 7D | -16.5% | -1.8% | -14.7% | -16.5% |
| 30D | -4.5% | -0.8% | -3.8% | -4.7% |
| 3M | +8.5% | -28.1% | +36.7% | +11.5% |
| 6M | -3.3% | +27.0% | -30.3% | -8.0% |
| YTD | +55.7% | -12.8% | +68.5% | +53.5% |
| 1Y | +82.0% | +4.9% | +77.2% | +74.7% |
| 3Y | +62.5% | +321.0% | -258.6% | +21.7% |
| 5Y | +223.9% | -25.6% | +249.5% | +217.4% |
| All | +223.9% | -28.0% | +251.9% | +217.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling