+94.9%
PR vs TRU
+58.0%
+37.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +6.0% | 0.0% | +6.0% | +5.9% |
| 30D | -4.2% | +21.3% | -25.5% | -8.8% |
| 3M | +10.0% | +0.2% | +9.7% | +9.2% |
| 6M | +15.6% | +22.4% | -6.8% | +7.7% |
| YTD | +68.2% | -4.8% | +73.0% | +67.4% |
| 1Y | +79.2% | -0.2% | +79.4% | +74.6% |
| 3Y | +94.9% | +57.9% | +37.0% | +59.4% |
| All | +94.9% | +58.0% | +37.0% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling