+79.3%
PR vs S
+16.9%
+62.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.6% |
| 7D | +2.9% | -7.7% | +10.6% | +3.7% |
| 30D | +18.0% | -5.3% | +23.4% | +18.4% |
| 3M | +16.9% | +20.3% | -3.4% | +13.6% |
| 6M | +28.2% | +47.4% | -19.2% | +20.6% |
| YTD | +69.3% | +32.5% | +36.8% | +61.2% |
| 1Y | +69.5% | +9.5% | +60.0% | +65.5% |
| All | +79.3% | +16.9% | +62.4% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling