+415.3%
PR vs M
+27.3%
+388.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.2% |
| 7D | +2.9% | +4.7% | -1.8% | +1.8% |
| 30D | +18.0% | -9.6% | +27.7% | +20.6% |
| 3M | +16.9% | +0.9% | +16.0% | +15.7% |
| 6M | +28.2% | +22.3% | +5.9% | +20.2% |
| YTD | +69.3% | +6.5% | +62.8% | +63.7% |
| 1Y | +69.5% | +38.8% | +30.7% | +51.6% |
| 3Y | +81.7% | +115.9% | -34.2% | +32.5% |
| All | +415.3% | +27.3% | +388.0% | +333.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling