+267.7%
PR vs WY
-31.4%
+299.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.5% |
| 7D | +6.0% | -0.8% | +6.8% | +6.3% |
| 30D | -4.2% | +10.1% | -14.3% | -9.0% |
| 3M | +10.0% | -15.4% | +25.3% | +17.9% |
| 6M | +15.6% | -8.3% | +23.9% | +17.5% |
| YTD | +68.2% | -9.8% | +78.0% | +69.5% |
| 1Y | +79.2% | -3.9% | +83.1% | +73.4% |
| 3Y | +94.9% | -23.3% | +118.2% | +108.5% |
| All | +267.7% | -31.4% | +299.0% | +307.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling