+169.5%
PR vs M
-9.2%
+178.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -2.4% |
| 7D | +2.9% | +4.7% | -1.8% | +1.3% |
| 30D | +18.0% | -9.6% | +27.7% | +21.7% |
| 3M | +16.9% | +0.9% | +16.0% | +15.2% |
| 6M | +28.2% | +22.3% | +5.9% | +17.4% |
| YTD | +69.3% | +6.5% | +62.8% | +61.3% |
| 1Y | +69.5% | +38.8% | +30.7% | +46.0% |
| 3Y | +81.7% | +115.9% | -34.2% | +22.2% |
| 5Y | +422.2% | +28.6% | +393.6% | +284.3% |
| 10Y | +110.4% | -2.5% | +112.9% | +33.0% |
| All | +169.5% | -9.2% | +178.7% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling