+221.7%
PR vs MKTX
-54.9%
+276.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -16.4% | +0.2% | -16.6% | -16.4% |
| 30D | -1.9% | +0.9% | -2.8% | -2.0% |
| 3M | +8.0% | +2.3% | +5.6% | +7.7% |
| 6M | +4.1% | +12.4% | -8.3% | +2.7% |
| YTD | +58.7% | -7.3% | +66.0% | +59.3% |
| 1Y | +75.8% | +1.8% | +74.0% | +74.8% |
| 3Y | +73.2% | -21.2% | +94.3% | +73.5% |
| All | +221.7% | -54.9% | +276.6% | +252.8% |
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