+147.8%
PR vs MDY
+181.0%
-33.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -0.9% | -0.2% |
| 7D | -16.5% | -3.4% | -13.1% | -13.1% |
| 30D | -4.5% | -3.2% | -1.4% | -1.1% |
| 3M | +8.5% | -6.7% | +15.2% | +17.0% |
| 6M | -3.3% | -1.8% | -1.5% | -3.2% |
| YTD | +55.7% | +9.2% | +46.6% | +34.8% |
| 1Y | +82.0% | +11.7% | +70.3% | +52.5% |
| 3Y | +62.5% | +49.5% | +13.0% | -5.4% |
| 5Y | +223.9% | +31.2% | +192.7% | +126.8% |
| 10Y | +64.2% | +174.7% | -110.5% | +3.5% |
| All | +147.8% | +181.0% | -33.2% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling