+73.2%
PR vs DD
+78.0%
-4.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -16.4% | +4.6% | -21.0% | -17.8% |
| 30D | -1.9% | +11.8% | -13.7% | -5.8% |
| 3M | +8.0% | +2.2% | +5.8% | +6.9% |
| 6M | +4.1% | -1.6% | +5.7% | +4.0% |
| YTD | +58.7% | +23.0% | +35.7% | +39.6% |
| 1Y | +75.8% | +26.9% | +48.9% | +51.7% |
| 3Y | +73.2% | +77.9% | -4.7% | +10.9% |
| All | +73.2% | +78.0% | -4.8% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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