+415.3%
PR vs MDY
+46.2%
+369.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +18.0% | -1.5% | +19.5% | +19.7% |
| 3M | +16.9% | +0.8% | +16.1% | +14.8% |
| 6M | +28.2% | +7.4% | +20.8% | +15.2% |
| YTD | +69.3% | +15.2% | +54.1% | +39.2% |
| 1Y | +69.5% | +16.5% | +53.0% | +36.7% |
| 3Y | +81.7% | +46.8% | +34.9% | +9.5% |
| All | +415.3% | +46.2% | +369.1% | +237.3% |
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