+147.8%
PR vs MTB
+153.8%
-6.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.5% |
| 7D | -16.5% | -1.9% | -14.6% | -15.6% |
| 30D | -4.5% | +0.5% | -5.0% | -5.1% |
| 3M | +8.5% | -12.2% | +20.7% | +17.1% |
| 6M | -3.3% | +3.4% | -6.7% | -6.8% |
| YTD | +55.7% | +11.3% | +44.4% | +41.8% |
| 1Y | +82.0% | +23.3% | +58.7% | +54.8% |
| 3Y | +62.5% | +96.8% | -34.3% | -0.6% |
| 5Y | +223.9% | +65.8% | +158.1% | +111.2% |
| 10Y | +64.2% | +140.0% | -75.8% | +25.5% |
| All | +147.8% | +153.8% | -6.0% | +88.7% |
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