+415.3%
PR vs IT
-40.5%
+455.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.7% |
| 7D | +2.9% | -6.0% | +8.9% | +4.1% |
| 30D | +18.0% | 0.0% | +18.0% | +17.9% |
| 3M | +16.9% | +13.1% | +3.8% | +12.9% |
| 6M | +28.2% | +11.7% | +16.5% | +23.3% |
| YTD | +69.3% | -26.1% | +95.4% | +80.4% |
| 1Y | +69.5% | -21.3% | +90.8% | +75.1% |
| 3Y | +81.7% | -46.7% | +128.4% | +109.1% |
| All | +415.3% | -40.5% | +455.8% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling