+73.2%
PR vs S
+34.5%
+38.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -16.4% | -13.4% | -3.0% | -15.1% |
| 30D | -1.9% | -14.0% | +12.1% | -0.5% |
| 3M | +8.0% | +4.9% | +3.1% | +6.8% |
| 6M | +4.1% | +42.0% | -37.9% | -1.4% |
| YTD | +58.7% | +45.1% | +13.6% | +48.9% |
| 1Y | +75.8% | +33.1% | +42.8% | +66.9% |
| 3Y | +73.2% | +40.6% | +32.5% | +51.5% |
| All | +73.2% | +34.5% | +38.7% | +51.5% |
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