+77.0%
PR vs Q
+77.9%
-0.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.9% | -8.0% | -0.9% |
| 7D | -12.4% | +8.4% | -20.8% | -12.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.7% |
| 3M | +7.5% | -9.3% | +16.8% | +7.1% |
| 6M | +10.8% | -15.0% | +25.8% | +10.7% |
| YTD | +57.0% | +53.5% | +3.5% | +61.7% |
| 1Y | +67.9% | +35.9% | +32.1% | +71.4% |
| All | +77.0% | +77.9% | -0.9% | +80.1% |
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