+267.7%
PR vs MDY
+34.6%
+233.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.4% |
| 7D | +6.0% | +2.3% | +3.7% | +3.3% |
| 30D | -4.2% | +2.0% | -6.2% | -6.6% |
| 3M | +10.0% | -5.6% | +15.6% | +16.3% |
| 6M | +15.6% | +1.3% | +14.3% | +11.9% |
| YTD | +68.2% | +12.3% | +55.9% | +42.0% |
| 1Y | +79.2% | +15.8% | +63.4% | +45.4% |
| 3Y | +94.9% | +56.5% | +38.4% | +8.6% |
| All | +267.7% | +34.6% | +233.1% | +188.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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