+221.7%
PR vs MDY
+31.3%
+190.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.2% |
| 7D | -16.4% | -1.7% | -14.8% | -15.0% |
| 30D | -1.9% | -0.9% | -1.0% | -1.2% |
| 3M | +8.0% | -5.7% | +13.7% | +14.4% |
| 6M | +4.1% | -2.9% | +7.0% | +5.8% |
| YTD | +58.7% | +9.8% | +48.9% | +37.3% |
| 1Y | +75.8% | +13.5% | +62.3% | +45.8% |
| 3Y | +73.2% | +51.9% | +21.2% | -0.3% |
| All | +221.7% | +31.3% | +190.4% | +158.1% |
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