+221.7%
PR vs S
-67.4%
+289.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.7% |
| 7D | -16.4% | -13.4% | -3.0% | -14.9% |
| 30D | -1.9% | -14.0% | +12.1% | -0.2% |
| 3M | +8.0% | +4.9% | +3.1% | +6.6% |
| 6M | +4.1% | +42.0% | -37.9% | -1.9% |
| YTD | +58.7% | +45.1% | +13.6% | +48.0% |
| 1Y | +75.8% | +33.1% | +42.8% | +65.6% |
| 3Y | +73.2% | +40.6% | +32.5% | +57.1% |
| All | +221.7% | -67.4% | +289.1% | +259.2% |
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