+69.5%
PR vs TRU
-7.3%
+76.8%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.9% | +4.3% | -2.0% |
| 7D | +2.9% | -6.8% | +9.7% | +2.5% |
| 30D | +18.0% | 0.0% | +18.0% | +18.1% |
| 3M | +16.9% | +13.3% | +3.6% | +17.9% |
| 6M | +28.2% | +3.4% | +24.8% | +30.4% |
| YTD | +69.3% | -6.4% | +75.7% | +74.0% |
| 1Y | +69.5% | -9.7% | +79.2% | +71.0% |
| All | +69.5% | -7.3% | +76.8% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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