+160.5%
PR vs M
+2.1%
+158.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +7.6% | -14.2% | -8.9% |
| 7D | -12.1% | +8.3% | -20.4% | -14.6% |
| 30D | +0.9% | +14.2% | -13.3% | -3.8% |
| 3M | +10.1% | -1.1% | +11.2% | +9.3% |
| 6M | +1.1% | +36.6% | -35.5% | -11.0% |
| YTD | +63.7% | +19.8% | +43.9% | +48.7% |
| 1Y | +87.0% | +37.2% | +49.8% | +61.2% |
| 3Y | +70.7% | +124.5% | -53.7% | +13.1% |
| 5Y | +246.8% | +1.5% | +245.3% | +183.5% |
| 10Y | +72.6% | +7.8% | +64.8% | +4.1% |
| All | +160.5% | +2.1% | +158.4% | +56.4% |
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