+87.0%
PR vs TRU
+2.1%
+84.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +4.6% | -11.1% | -6.0% |
| 7D | -12.1% | +10.5% | -22.6% | -11.0% |
| 30D | +0.9% | +28.7% | -27.8% | +3.8% |
| 3M | +10.1% | +0.7% | +9.5% | +10.1% |
| 6M | +1.1% | +19.3% | -18.2% | +3.7% |
| YTD | +63.7% | -3.7% | +67.4% | +68.8% |
| 1Y | +87.0% | +3.4% | +83.6% | +88.3% |
| All | +87.0% | +2.1% | +84.9% | +88.3% |
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