+169.5%
PR vs MDY
+196.5%
-27.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.8% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +18.0% | -1.5% | +19.5% | +19.8% |
| 3M | +16.9% | +0.8% | +16.1% | +14.6% |
| 6M | +28.2% | +7.4% | +20.8% | +14.3% |
| YTD | +69.3% | +15.2% | +54.1% | +38.0% |
| 1Y | +69.5% | +16.5% | +53.0% | +35.4% |
| 3Y | +81.7% | +46.8% | +34.9% | +8.7% |
| 5Y | +422.2% | +46.0% | +376.2% | +222.8% |
| 10Y | +110.4% | +172.1% | -61.7% | +24.1% |
| All | +169.5% | +196.5% | -27.0% | +58.8% |
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