+75.8%
PR vs IT
-20.0%
+95.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.0% | +5.9% | +1.9% |
| 7D | -16.4% | -16.9% | +0.5% | -16.3% |
| 30D | -1.9% | +2.3% | -4.2% | -1.8% |
| 3M | +8.0% | +2.9% | +5.1% | +8.1% |
| 6M | +4.1% | +25.9% | -21.8% | +4.7% |
| YTD | +58.7% | -24.6% | +83.3% | +57.0% |
| 1Y | +75.8% | -16.0% | +91.9% | +70.4% |
| All | +75.8% | -20.0% | +95.8% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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