+87.6%
PR vs IT
-52.4%
+139.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.1% |
| 7D | -12.4% | -18.8% | +6.4% | -10.8% |
| 30D | -6.6% | -0.1% | -6.5% | -6.8% |
| 3M | +7.5% | +2.9% | +4.6% | +6.8% |
| 6M | +10.8% | +20.4% | -9.6% | +7.8% |
| YTD | +57.0% | -24.3% | +81.3% | +63.8% |
| 1Y | +67.9% | -17.2% | +85.1% | +71.7% |
| 3Y | +87.6% | -52.4% | +140.0% | +126.7% |
| All | +87.6% | -52.4% | +139.9% | +126.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling