+152.2%
PR vs WY
-2.3%
+154.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +2.0% |
| 7D | -9.5% | +0.2% | -9.7% | -9.9% |
| 30D | -5.7% | +8.0% | -13.7% | -9.7% |
| 3M | +3.0% | -17.7% | +20.7% | +11.6% |
| 6M | +11.8% | -10.8% | +22.6% | +15.2% |
| YTD | +58.5% | -10.6% | +69.1% | +61.1% |
| 1Y | +69.9% | -5.7% | +75.6% | +67.8% |
| 3Y | +84.9% | -24.8% | +109.7% | +101.0% |
| 5Y | +246.4% | -31.7% | +278.2% | +295.1% |
| 10Y | +70.3% | +2.9% | +67.4% | +121.1% |
| All | +152.2% | -2.3% | +154.5% | +228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling