+68.3%
PR vs SPXU
-27.0%
+95.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +6.0% | -0.1% |
| 7D | -12.4% | -1.5% | -10.9% | -12.1% |
| 30D | -6.6% | +9.7% | -16.2% | -8.1% |
| 3M | +7.5% | +8.4% | -0.9% | +5.9% |
| 6M | +10.8% | -5.7% | +16.5% | +11.7% |
| YTD | +57.0% | -25.4% | +82.5% | +64.8% |
| All | +68.3% | -27.0% | +95.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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