+68.9%
SE vs PR
+86.9%
-18.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | 0.0% | -9.5% | +9.5% | +1.2% |
| 30D | -19.4% | -5.7% | -13.7% | -19.0% |
| 3M | -33.1% | +3.0% | -36.1% | -34.0% |
| 6M | -11.4% | +11.8% | -23.3% | -14.3% |
| YTD | -39.8% | +58.5% | -98.3% | -47.4% |
| 1Y | -50.5% | +69.9% | -120.3% | -57.8% |
| 3Y | +68.9% | +84.9% | -16.0% | +43.6% |
| All | +68.9% | +86.9% | -18.0% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling