+147.8%
PR vs M
-3.9%
+151.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -3.0% |
| 7D | -16.5% | -2.1% | -14.4% | -16.2% |
| 30D | -4.5% | +7.7% | -12.2% | -7.3% |
| 3M | +8.5% | -4.4% | +12.9% | +8.8% |
| 6M | -3.3% | +27.5% | -30.8% | -13.0% |
| YTD | +55.7% | +12.8% | +43.0% | +44.3% |
| 1Y | +82.0% | +20.7% | +61.3% | +64.0% |
| 3Y | +62.5% | +111.3% | -48.8% | +9.7% |
| 5Y | +223.9% | -6.3% | +230.2% | +171.9% |
| 10Y | +64.2% | +1.5% | +62.7% | +1.0% |
| All | +147.8% | -3.9% | +151.7% | +51.7% |
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