+73.2%
PR vs WY
-25.3%
+98.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.6% |
| 7D | -16.4% | +3.1% | -19.5% | -17.2% |
| 30D | -1.9% | +13.0% | -14.9% | -5.2% |
| 3M | +8.0% | -16.8% | +24.8% | +13.3% |
| 6M | +4.1% | -11.2% | +15.3% | +6.5% |
| YTD | +58.7% | -9.1% | +67.8% | +58.5% |
| 1Y | +75.8% | -4.8% | +80.6% | +71.8% |
| 3Y | +73.2% | -25.3% | +98.4% | +81.2% |
| All | +73.2% | -25.3% | +98.5% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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