+84.9%
PR vs SPXU
-80.7%
+165.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.2% |
| 7D | -9.5% | +0.5% | -10.0% | -9.1% |
| 30D | -5.7% | +10.9% | -16.6% | -2.6% |
| 3M | +3.0% | +9.6% | -6.6% | +6.1% |
| 6M | +11.8% | -4.7% | +16.5% | +10.6% |
| YTD | +58.5% | -24.6% | +83.1% | +45.8% |
| 1Y | +69.9% | -24.7% | +94.6% | +56.5% |
| 3Y | +84.9% | -80.0% | +164.9% | +10.7% |
| All | +84.9% | -80.7% | +165.6% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling