+365.1%
SE vs PR
+34.0%
+331.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.9% | -0.8% | -5.3% |
| 7D | -1.2% | -16.5% | +15.3% | +0.2% |
| 30D | -21.7% | -4.5% | -17.1% | -21.5% |
| 3M | -34.2% | +8.5% | -42.7% | -34.8% |
| 6M | -10.5% | -3.3% | -7.1% | -10.7% |
| YTD | -40.7% | +55.7% | -96.4% | -43.4% |
| 1Y | -52.1% | +82.0% | -134.1% | -55.0% |
| 3Y | +68.9% | +62.5% | +6.4% | +59.2% |
| 5Y | -78.9% | +223.9% | -302.8% | -81.2% |
| All | +365.1% | +34.0% | +331.1% | +370.6% |
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 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