+415.3%
PR vs COMP
-31.2%
+446.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.7% |
| 30D | +18.0% | -13.3% | +31.4% | +19.5% |
| 3M | +16.9% | +41.1% | -24.3% | +11.5% |
| 6M | +28.2% | +17.2% | +11.0% | +23.5% |
| YTD | +69.3% | +5.2% | +64.1% | +64.6% |
| 1Y | +69.5% | +18.9% | +50.6% | +60.9% |
| 3Y | +81.7% | +215.9% | -134.2% | +43.7% |
| All | +415.3% | -31.2% | +446.4% | +410.0% |
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