+415.3%
PR vs SPXU
-86.1%
+501.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.1% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +18.0% | +0.8% | +17.2% | +18.4% |
| 3M | +16.9% | -4.7% | +21.6% | +15.1% |
| 6M | +28.2% | -29.6% | +57.8% | +12.4% |
| YTD | +69.3% | -29.9% | +99.2% | +48.8% |
| 1Y | +69.5% | -39.1% | +108.6% | +41.2% |
| 3Y | +81.7% | -80.0% | +161.7% | +8.0% |
| All | +415.3% | -86.1% | +501.4% | +249.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling