+415.3%
PR vs MKTX
-63.2%
+478.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.9% | +0.4% | +2.5% | +2.9% |
| 30D | +18.0% | +1.1% | +17.0% | +17.9% |
| 3M | +16.9% | +36.1% | -19.2% | +13.3% |
| 6M | +28.2% | -12.9% | +41.1% | +29.5% |
| YTD | +69.3% | -8.5% | +77.9% | +70.2% |
| 1Y | +69.5% | -7.5% | +77.0% | +70.0% |
| 3Y | +81.7% | -28.3% | +110.0% | +85.0% |
| All | +415.3% | -63.2% | +478.4% | +454.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling