+221.7%
PR vs WY
-34.0%
+255.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.2% |
| 7D | -16.4% | +3.1% | -19.5% | -18.0% |
| 30D | -1.9% | +13.0% | -14.9% | -7.9% |
| 3M | +8.0% | -16.8% | +24.8% | +16.8% |
| 6M | +4.1% | -11.2% | +15.3% | +7.8% |
| YTD | +58.7% | -9.1% | +67.8% | +59.4% |
| 1Y | +75.8% | -4.8% | +80.6% | +71.4% |
| 3Y | +73.2% | -25.3% | +98.4% | +89.5% |
| All | +221.7% | -34.0% | +255.7% | +254.4% |
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