+152.6%
PR vs WY
-0.6%
+153.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +3.3% |
| 7D | -16.4% | +3.1% | -19.5% | -18.0% |
| 30D | -1.9% | +13.0% | -14.9% | -8.0% |
| 3M | +8.0% | -16.8% | +24.8% | +16.4% |
| 6M | +4.1% | -11.2% | +15.3% | +7.7% |
| YTD | +58.7% | -9.1% | +67.8% | +60.1% |
| 1Y | +75.8% | -4.8% | +80.6% | +73.0% |
| 3Y | +73.2% | -25.3% | +98.4% | +89.1% |
| 5Y | +230.1% | -33.2% | +263.3% | +280.6% |
| 10Y | +67.4% | +6.6% | +60.8% | +115.9% |
| All | +152.6% | -0.6% | +153.2% | +226.8% |
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