+75.5%
PR vs Q
+56.5%
+19.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.4% | +2.5% | -5.0% |
| 7D | -16.5% | -10.3% | -6.3% | -16.8% |
| 30D | -4.5% | -17.7% | +13.1% | -5.1% |
| 3M | +8.5% | -18.8% | +27.4% | +7.9% |
| 6M | -3.3% | -24.8% | +21.5% | -3.6% |
| YTD | +55.7% | +35.0% | +20.7% | +59.9% |
| 1Y | +82.0% | +10.7% | +71.3% | +83.8% |
| All | +75.5% | +56.5% | +19.0% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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