+79.3%
PR vs SPXU
-80.1%
+159.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.2% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | +0.8% | +17.2% | +18.3% |
| 3M | +16.9% | -4.7% | +21.6% | +15.7% |
| 6M | +28.2% | -29.6% | +57.8% | +15.3% |
| YTD | +69.3% | -29.9% | +99.2% | +52.5% |
| 1Y | +69.5% | -39.1% | +108.6% | +45.1% |
| All | +79.3% | -80.1% | +159.4% | +15.3% |
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