+82.0%
PR vs S
+27.1%
+54.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.8% | +4.0% | -4.9% |
| 7D | -16.5% | -16.7% | +0.1% | -16.7% |
| 30D | -4.5% | -17.0% | +12.5% | -4.7% |
| 3M | +8.5% | +2.0% | +6.5% | +9.2% |
| 6M | -3.3% | +35.1% | -38.4% | -1.5% |
| YTD | +55.7% | +42.8% | +12.9% | +58.1% |
| 1Y | +82.0% | +27.7% | +54.3% | +86.0% |
| All | +82.0% | +27.1% | +54.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling