+79.3%
PR vs M
+117.7%
-38.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.0% |
| 7D | +2.9% | +4.7% | -1.8% | +2.2% |
| 30D | +18.0% | -9.6% | +27.7% | +19.7% |
| 3M | +16.9% | +0.9% | +16.0% | +16.1% |
| 6M | +28.2% | +22.3% | +5.9% | +22.8% |
| YTD | +69.3% | +6.5% | +62.8% | +65.8% |
| 1Y | +69.5% | +38.8% | +30.7% | +56.6% |
| All | +79.3% | +117.7% | -38.4% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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