+147.8%
PR vs IT
+127.1%
+20.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -3.1% |
| 7D | -16.5% | -12.0% | -4.6% | -12.6% |
| 30D | -4.5% | +7.1% | -11.6% | -8.2% |
| 3M | +8.5% | +6.3% | +2.3% | +3.5% |
| 6M | -3.3% | +32.5% | -35.8% | -19.7% |
| YTD | +55.7% | -21.5% | +77.2% | +61.8% |
| 1Y | +82.0% | -16.5% | +98.5% | +82.2% |
| 3Y | +62.5% | -48.8% | +111.2% | +99.6% |
| 5Y | +223.9% | -40.2% | +264.2% | +243.4% |
| 10Y | +64.2% | +112.1% | -47.9% | -13.7% |
| All | +147.8% | +127.1% | +20.7% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling