+267.7%
PR vs MTB
+61.4%
+206.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +0.9% |
| 7D | +6.0% | +1.5% | +4.4% | +5.1% |
| 30D | -4.2% | +2.3% | -6.5% | -5.6% |
| 3M | +10.0% | -12.1% | +22.1% | +16.9% |
| 6M | +15.6% | +9.8% | +5.8% | +8.5% |
| YTD | +68.2% | +12.0% | +56.2% | +54.7% |
| 1Y | +79.2% | +22.0% | +57.2% | +56.9% |
| 3Y | +94.9% | +107.6% | -12.7% | +26.0% |
| All | +267.7% | +61.4% | +206.3% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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