+481.4%
PR vs COMP
-52.8%
+534.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.7% | -14.3% | -7.3% |
| 7D | -12.1% | +9.5% | -21.6% | -13.0% |
| 30D | +0.9% | +8.1% | -7.2% | -0.2% |
| 3M | +10.1% | -16.3% | +26.5% | +11.5% |
| 6M | +1.1% | +42.2% | -41.1% | -5.2% |
| YTD | +63.7% | -5.0% | +68.7% | +59.8% |
| 1Y | +87.0% | +20.1% | +66.9% | +76.3% |
| 3Y | +70.7% | +358.4% | -287.7% | +25.0% |
| 5Y | +246.8% | -21.9% | +268.7% | +221.3% |
| All | +481.4% | -52.8% | +534.1% | +556.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling