+169.5%
PR vs MTB
+177.0%
-7.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.9% | +1.7% | +1.2% | +1.7% |
| 30D | +18.0% | -4.2% | +22.2% | +20.9% |
| 3M | +16.9% | +8.9% | +8.0% | +9.8% |
| 6M | +28.2% | +10.9% | +17.3% | +18.1% |
| YTD | +69.3% | +21.5% | +47.8% | +46.4% |
| 1Y | +69.5% | +21.9% | +47.6% | +45.6% |
| 3Y | +81.7% | +109.2% | -27.6% | +6.6% |
| 5Y | +422.2% | +102.0% | +320.3% | +199.9% |
| 10Y | +110.4% | +171.9% | -61.6% | +52.5% |
| All | +169.5% | +177.0% | -7.5% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling