+223.9%
PR vs S
-69.2%
+293.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.8% | +4.0% | -3.7% |
| 7D | -16.5% | -16.7% | +0.1% | -14.6% |
| 30D | -4.5% | -17.0% | +12.5% | -2.4% |
| 3M | +8.5% | +2.0% | +6.5% | +7.5% |
| 6M | -3.3% | +35.1% | -38.4% | -8.3% |
| YTD | +55.7% | +42.8% | +12.9% | +45.5% |
| 1Y | +82.0% | +27.7% | +54.3% | +72.4% |
| 3Y | +62.5% | +33.0% | +29.5% | +48.5% |
| 5Y | +223.9% | -68.0% | +291.9% | +238.5% |
| All | +223.9% | -69.2% | +293.1% | +238.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling