+95.1%
PR vs IRE
-84.4%
+179.5%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -1.5% |
| 7D | +2.9% | +54.8% | -51.9% | +3.4% |
| 30D | +18.0% | +18.4% | -0.4% | +18.4% |
| 3M | +16.9% | -66.7% | +83.6% | +16.3% |
| 6M | +28.2% | -52.3% | +80.5% | +28.4% |
| YTD | +69.3% | -52.3% | +121.6% | +71.3% |
| All | +95.1% | -84.4% | +179.5% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling