+408.6%
RF vs PR
+169.5%
+239.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.3% | +2.9% | -1.6% | +0.8% |
| 30D | -3.6% | +18.0% | -21.7% | -6.5% |
| 3M | +8.1% | +16.9% | -8.8% | +4.7% |
| 6M | +11.5% | +28.2% | -16.7% | +5.7% |
| YTD | +15.6% | +69.3% | -53.8% | +4.2% |
| 1Y | +15.7% | +69.5% | -53.8% | +4.0% |
| 3Y | +86.9% | +81.7% | +5.2% | +64.0% |
| 5Y | +89.8% | +422.2% | -332.4% | +34.1% |
| 10Y | +344.7% | +110.4% | +234.3% | +179.6% |
| All | +408.6% | +169.5% | +239.1% | +235.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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