+221.7%
PR vs TRI
+5.0%
+216.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +2.5% |
| 7D | -16.4% | -4.8% | -11.6% | -16.0% |
| 30D | -1.9% | +13.4% | -15.3% | -4.0% |
| 3M | +8.0% | +13.1% | -5.2% | +5.4% |
| 6M | +4.1% | +24.4% | -20.3% | -0.8% |
| YTD | +58.7% | -11.4% | +70.1% | +63.7% |
| 1Y | +75.8% | -15.6% | +91.4% | +84.1% |
| 3Y | +73.2% | -6.5% | +79.6% | +62.2% |
| All | +221.7% | +5.0% | +216.7% | +200.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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