+186.3%
SE vs PR
+82.3%
+104.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -6.1% | +2.9% | -9.0% | -6.6% |
| 30D | -2.5% | +18.0% | -20.5% | -5.4% |
| 3M | +21.7% | +16.9% | +4.9% | +17.8% |
| 6M | +27.0% | +28.2% | -1.2% | +18.8% |
| YTD | -12.1% | +69.3% | -81.5% | -23.9% |
| 1Y | -40.9% | +69.5% | -110.4% | -49.1% |
| All | +186.3% | +82.3% | +104.0% | +140.7% |
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