+78.6%
PR vs MKTX
-11.2%
+89.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +11.3% | +1.0% | +10.3% | +11.2% |
| 3M | +24.1% | +40.8% | -16.7% | +20.3% |
| 6M | +25.4% | -10.9% | +36.3% | +27.7% |
| YTD | +71.2% | -8.6% | +79.8% | +74.1% |
| 1Y | +78.6% | -11.6% | +90.2% | +83.2% |
| All | +78.6% | -11.2% | +89.8% | +83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling