+75.8%
PR vs TRU
+2.1%
+73.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +4.0% | +1.7% |
| 7D | -16.4% | +5.7% | -22.1% | -15.8% |
| 30D | -1.9% | +29.2% | -31.1% | +0.9% |
| 3M | +8.0% | +2.7% | +5.3% | +8.2% |
| 6M | +4.1% | +15.2% | -11.1% | +6.3% |
| YTD | +58.7% | -4.9% | +63.6% | +63.5% |
| 1Y | +75.8% | +3.4% | +72.4% | +75.4% |
| All | +75.8% | +2.1% | +73.7% | +75.4% |
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